Some people react badly to anemone stings but it is very rare. Of the most commonly kept species, the carpet anemones seem to have the most potent sting, though again, to most people it just feels sticky and causes no pain. If my carpet stings me on the back of my hand, it can itch for a couple of hours,,, that's about as bad as you're likely to get.
To my knowledge, only one fatality has been attributed to an Anemone sting (a condylactis sp.) I wouldn't worry about it,,, but don't go sticking your hand into an anemone to prove me wrong.