My god, yes, wear protective gear designed for atv's/dirtbikes and use the governing capacity of your bike. Don't ride beyond your limit, don't let someone ride behind you (read the owner's manual of your bike, if it doesn't come with one, find it online and download it or get one from a dealer/ebay).
The ARE a lot of fun, but they do need to be approached with great respect as anything else.
Yes, they are dangerous, but so are horses...cars....fast food....the list goes on. All in all, use some sense and Pepipony's got some great advice about purchasing. I would definitely find a good, dependable local shop to help you out, they my have a sale board or know someone with the right bike for you.
Liz M.
(YAY, my 250EX is fixed, now, I can go play, later today!)