The risks here are a guide; your own risk may vary. You should discuss the risks and benefits of surgery with your surgeon, especially if you are worried.
General risks of thoracic surgery apply to thymectomy.
There are some risks which are more specific to thymectomy. Your kidneys may not work as well after surgery, but this is usually temporary and gets better with extra fluid. The nerve to the diaphragm runs close to the operation site, there is a risk of injuring this nerve. A further operation may be required to fix this.
Weakness associated with a flare up of MG may affect your breathing. Weakness may severe enough to require help from a ventilator machine. This can be with a face mask with you fully awake. It may also be need via a tube in your windpipe with you under sedation. If you need help breathing via a tube for a long time it may be better to have a temporary tracheostomy. This is a tube put in through the neck which is removed once breathing improves. The risk of death from thymectomy is 7 in 1000 (0.7%) nationally, this means 993 out of 1000 people recover from the surgery.