No, nothing to worry over, it is called an arc, it is what happens when the contacts are pulled apart or moved together. You see it around lightswitches too.
One of the first attempts at making an electric iron involved two closely mounted rods which gave off a spark when energised as electricity jumped across them. The heat it created was supposed to warm the iron. Unfortunately what actually happened was that the inventor was electrocuted as a result. So the idea never caught on.
You won't see a spark on a good deal of vacuum cleaners as so many of them have caps or foot pedals over the actual switch. The Philips cleaner you have does not have a cap of course.