It's some sort of a weird heart attached to her head. What's dangerous here is removing her ZUN-imbued head ornament. 2hus die when that happens. Luckily she still has a hair band. Very close call
^ The last time a 2hu's head ornament came off was when Reimu knocked Shinki's side-ponytail undone. The ensuing explosion destroyed the PC-98 universe and necessitated the creation of a new one.