Yeah, there's always that chance. Even more so if you're learning from the Cheshire Cat, I hear, but last I heard Wonderland fell to Darkness and I'm not complaining about it, either. But most magic teachers will make you take it slow at first, so you don't accidentally kill yourself. Yen Sid, for example, teaches magical theory before letting you actually try the spell out. Between chores, of course. And when I was with Merlin, he dove right into spellweaving, but started with just sparks before working up to an actual bolt of lightning.