Prior to 1968 or so some sets emitted excessive X-rays, but that problem has now been eliminated. So no damaging rays are actually given off from the set that can hurt you.
However, sitting too close to the TV could strain your eyes. This precaution is merely to prevent eye fatigue. Some Ophthalmologists recommend that you sit no closer than five feet from the TV screen. There is little conclusive evidence that eyestrain can lead to myopia, or nearsightedness.