It's not a hazard to worry about, but if you don't know what the lead was used for, it might be interesting to get a Geiger counter (they're pretty inexpensive these days). Lead shielding for x-rays is not a problem, but if it's from someplace that put out neutrons (like a reactor), any impurities in or on the lead could be radioactive. Not a biggie unless it gets inside you.
I used to work around the Bevatron (gone now - Google it) and lead bricks were plentiful. One guy I knew was taking them home to melt down into sinkers for his deep-sea fishing. Our senior physicist, when this guy was present, casually mentioned that melting the bricks released the radiation they'd stopped. Not true, but lead bricks stopped disappearing.
Guideline - don't breathe dust or fumes (when melting) from lead, period. Lead oxide, the white stuff on the surface, is especially unhealthy.
Nothing to get worked up about (unless you're a politician), but safety first is a good rule. And Geiger counters are kinda fun. Got any of that orange-glazed pottery from the 30s thru the 70s? Check it out; the orange color came from uranium.
- Bill