Everything you do bears some risk of getting you hurt or killed. That’s just the way life is. Some people drown in the bath, and others get kilovolt AC across their heart. Knowing the dangers — how drastic and how likely the are — is the first step toward mitigating them. (We’re not saying that you shouldn’t bathe or play with high voltages.)
This third chapter of an e-book on electronics is a good read. It goes through the physiology of getting shocked (DC is more likely to freeze your muscles, but AC is more likely to fibrillate your heart) and the various scenarios that you should be looking out for. There’s a section on safe practices, and safe circuit design. It’s the basics, but it’s also stuff that we probably should have known when we started messing around with electrons in bulk.