These are the two main issues I've seen with from-the-coast seawater:
1. If there are a lot of boats or other traffic to the area, farms, or runoff from a big road next to it, you are not going to get clean water. Accidental organisms tend to be pretty innocuous (if they survive) but pollution can be really bad in some areas. If it's a touristy area and there are hotels nearby, forget it.
2. If it's a relatively traffic-free area and the local fauna looks in good shape, get a bucket of water, take it home, and see how well it stores. Test ammonia and nitrite every day for a few days, but you will probably be disappointed. The water can be full of plankton that will die if stored in a jug, so you may see a massive ammonia or nitrite spike very quickly (why it sometimes does a nitrite spike but not ammonia I've never understood, but it can happen). It doesn't always keep well even when circulation and gas exchange is like it would be in an aquarium. For example, if it is from a cold location, heating up the water to indoor or tropical temperatures can be enough to cause a big and fast die-off in micro life.