Do it, just go for it. At least try it. If you're going to turn up at a site on your lonesome, fear not. I did it and got chatting to the characters that were regulars. Everyone was very welcoming. I even met up with Fumps there.
I went for very similar reasons, to get into a new hobby, to have something to look forward to, get outside and get some exercise, whilst having an excuse to blow my wage
I would say at least go once to see if you like it. But, be prepared to start shopping the minute you walk back through the door after your first skirmish
I've had one game day and have been counting the minutes to my second. Which is Saturday.
It's simply so much fun. But, I wouldn't say that there are no dangers involved. Any active hobby/sport have dangers.
So, one newbie to another. Book yourself in, get your hire gun and have fun! Let us know how your first time goes