If you don't have any open cuts or sores you should be ok. Even if there was a small nick you were unaware of, any blood borne critters the coyote may have likely wouldn't survive in human blood.
Otherwise, the biggest thing you'd need to worry about would be mange, which in humans is called scabies. It's a parasite that burrows under the skin laying eggs and causing severe itching. It is spread by physical contact.
Fleas are another issue, but they tend to vacate the host when the body tempertaure starts to drop. Others here like to put the dog in a trash bag with ome flea powder and do a shake-n-bake with it.