The standard negation in German — when you say that something is "not" by using nicht — is relatively straightforward for native English speakers. Although its placement in a sentence may differ from English, often falling at the end of a sentence (Ich liebe dich... nicht!), it usually parallels the use of the English word "not." A standard German phrase combined with the preposition ohne ("without") might read:
Das ist nicht ohne Risiko.
This is not without risk.
Caption 14, Die letzten Paradiese - Die Schönheit der Alpen 1
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Nee, nee, nee, mein Lieber, nicht ohne dich.
No, no, no, my dear, not without you.
Caption 75, Großstadtrevier - St. Pauli rettet HSV
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Und da bin ich nicht ohne Sorge.
And there I'm not without worries.
Caption 60, Holocaust-Gedenktag - Gespräch mit jüdischen Schülern
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Note that in the above cases, the phrase nicht ohne has an object that defines what is lacking, in the above examples Risiko, dich, and Sorge respectively. But what does it mean when somebody says nicht ohne without an object? To say "Oh, that's not without" in English is a sentence fragment with no clear meaning.
To say nicht ohne with no defined object in German, however, is an idiomatic or slang usage that has been in use since at least the 17th century, according to the Redensarten-Index website. To leave a word out of a sentence is what's known in linguistics as an ellipsis. This particular ellipsis is more difficult to immediately understand than most of those in English, however.
Ein Radfahrer... Das ist nicht ohne.
A bicyclist... That is difficult.
Caption 22, Knallerfrauen - Mathehausaufgaben
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Mein Fahrgestell ist nämlich auch nicht ganz ohne.
My undercarriage isn't exactly without its dangers, either.
Caption 27, Oskar - Gehen, wenn es am schönsten ist - Nur die Liebe zählt
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Thus, depending upon the specific context, the phrase nicht ohne can mean that something is difficult, dangerous, or to be taken seriously.
Further Learning
Read the above link for the Redensarten-Index and search for more examples of nicht ohne on Yabla German to see other ways that the phrase can be used in German sentences.
The above is a common German phrase that appears a bit odd in English, in that it seems to have the prepositions "on" and "to" in it, but that's not the case. On its own, the verb zukommen means "to belong to" or "to be assigned to," but when you add the preposition auf, together with a direct object such as einen, mich, dich, sie, ihn, uns, etc., its meaning changes:
Ich weiß ja noch nicht, was auf mich zukommen würde.
I don't know yet what would lie ahead of me.
Caption 83, 18 Miss-Kandidatinnen - beim Friseur
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Wir wussten, was auf uns zukommt.
We knew what to expect.
Caption 55, Fußball - U21-Nationalmannschaft
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...weil wir eben zu viele Einflüsse haben, die auf uns zukommen.
...because we just have too many influences that are reaching us.
Caption 29, Gamification - Wie Spielen den Alltag interessanter macht
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Wie wenn Störtebeker eine Hanse-Kogge auf sich zukommen sah.
Like when Störtebeker saw a Hanseatic ship approaching him.
Caption 89, Großstadtrevier - St. Pauli rettet HSV
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Die Koggen, die du heute Abend auf dich zukommen siehst...
The ships that you'll see coming toward you tonight...
Caption 92, Großstadtrevier - St. Pauli rettet HSV
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Damit war eigentlich nur gemeint, ob euch klar war, wie viel da auf euch zukommt.
I actually just meant whether it was clear in your mind how much there is in store for you.
Caption 20, Luxuslärm - Interview
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As you see above, depending upon the context, auf [einen] zukommen is variously translated as "to be expecting someone or something," "to be reaching someone or something," "to be approaching someone or something," "to be coming toward someone or something," and "to be in store for someone or something."
Further Learning
Look at the examples above on Yabla German to get a better grasp of the contexts in which auf einen zukommen is used so that you can better understand its meaning and learn how to integrate the phrase into your own vocabulary.