This is part I, on what could go wrong.
Even though sitting in from of your PC and using mouse/keyboard to interact with your CNC Router software, in my case bCNC, you do control something in the reality. This something is your CNC Router, with its motors, lead screw, drill/milling, ... And in really things can break, damage something or injure you.
I do have ruined a couple of bits and some PCBs, so ...
Please be patient. Yes, I know it is all so exciting ... Do, especially at the beginning, everything slowly.