The definition of "harmful" is incredibly broad here. I think the old idion "The poison is in the dose" leaps to mind. After all, ancient civilisations knew that water could drown you, fire could burn you, and steel could poke a hole in you. We still use all of those things.

So, that gets us to the issue of how harmful the Romans considered lead, if we are going to use that as a harmfulness benchmark. After a quick look, it seems that Vitruvius was one of the first to really talk about the dangers of lead pipes in the 1st century BC. (There is a quote here http://penelope.uchicago.edu/~grout/encyclopaedia_romana/wine/leadpoisoning.html )

He talks about observed illness in lead workers, but as far as I can tell, his writing doesn't actually cite illness in the general population due to lead. Obviously, population statistics and modern epidemiology weren't really available to him, so he really had more of a well informed hunch about how dangerous the lead pipes were, rather than a full understanding. The real observed danger was in making the pipes. Inhalation of lead fumes has a very obvious and immediate effect on a plumber, so it would have been quite reasonable to conclude that the only major danger of lead was in working with the molten form making pipes. Virtruvius obviously figured out that wasn't true, but he's notions obviously weren't universal. Besides, when you get right down to it, clean drinking water that somebody says might be unwholesome in the long term in some vague, abstract sense, is always going to seem better than a slowish death of thirst. So, the safety focus for centuries would have been on "don't stick your face in the boiling lead, or you'll go a bit stupid."

So, by that benchmark, what are the things that we use today that at some point in history, somebody had a hunch might be harmful? Pretty much everything.