The worse thing that can happen is you get one round with a double charge of powder and your gun goes "boom" when you fire it.
The second worse thing that can happen is you get one round with no power charge, and it goes *pop* when you fire it, and the bullet has just enough oomph to get lodged in the barrel. If you don't realize what happened and shoot again...
So, know thy source of reloaded ammo.
I've dodged that bullet (so to speak) MANY times with reloaded ammo, even though I carefully check the cases to see if they have powder in them. It happens to me mostly with very light target loads for reasons that would take me ten paragraphs to explain. I've had about every accident with reloading that you can have, to the point that I'm starting to hate reloading. But that's me.
There's a LOT of good advice above my post, and I'm sure some good below as well. Key among them is don't be distracted, get carbide dies, mostly use RCBS stuff (the Lee stuff is OK, but the only things of theirs I have are the powder scale, which is good enough but barely, their .223 rifle factory crimp die (very good), powder through pistol cartridge flaring die (good for larger loads - DON'T use it for light loads - see above), and their hand primer, which is outstanding, WAY better than the clunky and dangerous RCBS unit, which I also have).
Get a good manual, follow it strictly. The note above about a vibratory tumbler is huge. The rolling ones take forever and aren't as good. Use fresh components. Get a SAAMI cartridge gauge for every caliber you're going to shoot, primarily for semi-auto pistol. I beat my head against the wall CONSTANTLY over loads that are too big for the chamber in one of my target guns. Nothing like cranking out 250 rounds and finding out none of them will fit your gun.
Midwayusa.com is a good place to buy component and tools. If they don't have it, you don't need it. Buy your powder and primers locally since our junior Nazi government makes them charge you an extra $25 to ship powder and primers because they're "hazardous" (if they were REALLY hazardous, do you think they'd ship them?).