The Gulf is far, far less lethal than the waters around Australia are.
Definitely jellyfish out there, but they're of the non-lethal variety. Most of them will irritate your skin for an hour tops, and that's it. Man-o-Wars are a little nastier but very rare.
Sharks are out there too, but they aren't the types that normally like to interact with humans, and I can think of a total of two shark attacks along the whole FL Panhandle and its millions and millions of beach visits over the past ten years.
The biggest salt water hazards are rip currents and idiots on jet skis/waverunners.
In freshwater areas, alligators are common but are far less agressive than crocodiles and attacks on humans are very rare. (Though they will frequently go after dogs that wander into shallow water)