Henna is a plant-based dye that deposits a deep reddish or indigo color onto hair or skin. While most women use it to dye the hair on top of their head, some use it to dye their eyebrows. Whether eyebrow henna is for you depends on how you feel about the richness of the color and the safety considerations of its use near the delicate skin of your eyelids and face.
The United States Food and Drug Administration (FDA) says using henna in your hair is safe. It doesn't place any conditions on its use this way, so this seems like a good indication that you're safe to try it on your eyebrows. On the other hand, the FDA has specifically banned its use on skin, so if you're worried about it getting into your skin -- especially when you consider how gentle the skin around your eyes is -- skip it and talk to your stylist about another option.
Black henna is associated with permanent scarification. The case studies derive from its use as a temporary tattoo, but its absorbency can pose a problem when you think about how porous your face is. Most henna you use on your hair is brown or reddish, though. There are no known instances of permanent scarification from brown or red henna -- so stay away from indigo or black henna and proceed at your own risk with brown or red. Your eyebrows might stay that color forever if you accidentally dye the skin underneath.
Henna is contraindicated for anyone with anemia, particularly a certain kind called G-6-PD deficiency. This deficiency is a hereditary disease, but henna can cause jaundice in sufferers and has been known to cause death in infants. If you're anemic, avoid henna in your hair, too. Coloring your eyebrows isn't worth dying over -- especially when you have other options.
Henna is prized for its intensity. The plant produces a saturated pigment that ranges from blue-black to bright reddish-brown to orange. These aren't exactly the most natural eyebrow colors. While some women in the Middle East or India enjoy the severe look of henna, the intensity is probably more than what Western culture considers attractive right now. If you really love the look or want to honor other cultures -- and you're comfortable with the risks -- go for it, but consider a less intense option, too.