Re: Kabooms - How often do they really happen?
I've never had any problems in 30+ years of reloading. Of the few Kabooms I've heard about, I'd agree with Rookie that usually it's a case of a load that's too hot or an obstruction. Somebody did something dumb. If anything seems out of the ordinary, stop! Check it out. Thoroughly. That starts at the loading bench and continues until the round is fired. Work up to max loads. Back off and work up again every time you change something.
I might add that out-of-battery ignitions (ammo touches off before the bolt is fully locked) have been on the rise with the growing popularity of gas guns over the last couple decades. Those can ruin your day. Usually that traces back to sloppiness in loading or gun maintenance (primer not seated deep enough, slam fires from dirty bolt or broken firing pin that went unnoticed, etc). You won't have those issues with a bolt gun. Auto-loaders tend to have unique issues particular to each type of gun. If you get a service-type rifle, learn all you can about its idiosyncrasies. M14s eat brass for breakfast, for instance.
Using somebody else's brass can be real problematic. I did it myself when I was starting but I was either lucky or paid close attention to the right things. It's one thing if you see a guy throwing new brass on the ground; it's something else if they left brass on the ground because it was worn out. If you buy once-fired, you need to make sure it comes from a reliable vendor, and even then there's a good chance that military cases were fired in a machine gun thus shortening their life.
With good loading techniques, especially proper headspacing, you can get a long life out of most brass in most bolt guns. Poor techniques will shorten case life and encourage separations. There are threads here about how they occur and how to prevent them. Read all you can and ask questions. With knowledge comes confidence and fun.