Depending on the desert, I'd guess tarantulas and scorpions could be an issue [my inner arachnophobic shivers at the thought of a tarantula crawling over me in the night). Maybe some other creepy crawlies as well (research on the particular desert in question certainly seems prudent at this point). And seems like I'd heard horror stories of rattlesnakes in and/or under sleeping bags. I assume they are looking for shade during the day or looking for something warm in the night?