Nothing in reloading is without risks. Follow directions from reliable sources and your risks go way down. With Shotgun reloading this is just more important to do.
You need to know what you expect from your load and then start seeing if there is load data to match what you are able to buy to make that load. Not too hard for most applications. You may have to go to the internet to order what is called for but at least you will get results you expect. Reloading shotgun shells isn't very difficult to do. The hardest part is finding all the right components to do it safely. Shotgun loading isn't a place where I care to experiment much beyond trying different established loads.
I use a MEC reloader and I even check the powder drop since the bushing might not drop the correct amount of powder needed without minor adjustments.
I loaded up about 100 410 a couple of years ago and found that some powder had gotten in the resizing die causing the base not to be resized. None of them would fit any of the guns we had. Only thing to do was cut the ends and reclaim the shot and powder. We had to trash the hulls, primers, and wads.