Literally every job carries some risks, and some jobs are extremely risky. In every possible way, physically/mentally/financially... you name it.
So, what to do? To be afraid and not do anything? You can die of boredom, if not otherwise, then spiritually... and if that happens, it's the same as if you really died.
We should be careful with our wishes, and when we wish to try something out, we should do it in the best possible way. Do your own research, make some plans in your head, try to be disciplined... If you are wise, you will prepare yourself as much as you can, and then just jump! That's how we learn to swim...
Good luck.