I'll try to keep it simple... but the disclaimer is I'm an Engineer so take it as you will.
Protected vs. Unprotected
Protected Batteries. These batteries are for "unsafe" chemistry batteries which is typically ICR (Lithium Cobalt). These are the batteries that require a protection circuit. The protection circuit is not to protect the user but the battery itself from short circuits, over-charging, and keeping the voltage from dropping too low. Although it should be said that the protection circuit does add a certain amount of protection to the user it was not added with that intention. Even protected ICR batteries will blow up if you're not careful. For unprotected ICR batteries... these batteries are for use with mods that PROVIDE a protection circuit. If you're using a pure mech mod, do not use an unprotected ICR batteries.
IMR (Lithium Manganese) batteries such as the AWs have safe chemistry. These are generally considered safer than ICR batteries but they can still fail. I believe they have a few fail-safes built into the design of the battery as well but as a rule of thumb... fail-safe mechanisms can still fail. IMRs are safer then ICRs but they have a lower battery capacity.
RBAs and sub-ohm coils.
This is a completely different subject then the "Protected vs. Unprotected". What's important here is the amount of current (currents are measured in amps) you can draw from your battery. Recommended batteries such as the AW and Panasonics are rated for higher capacity draw and will generally work safely with almost anything you throw at it. IMR has a higher current rating whereas ICR has a lower current rating. For RBAs and mech mods, go with IMR.
Now about the safety issues... I won't get into the tiny details of this but not all batteries are built equally. This also runs true for the AW 18350/18490/18650. Just keep in mind that the lower the resistance of the coil, the more current it draws. If you're drawing more current then the battery allows... well the best thing that can happen is you shorten the overall life span of the battery and the worst thing that can happen is it overloads and explodes. Factors that can be considered in which scenario plays out is the build quality, the manufacturer, the atmospheric temperature/pressure, etc, etc. I consider anything above 1.0 ohms to be safe territory and the majority of recommended batteries will work fine.
For sub-ohm coils, use batteries that have higher current capacities. My recommendation is only use AW 18650 for anything below 0.7 ohms. You can use AW 18350/18490s... but there's a chance things can go wrong, albeit a very small chance.
If you're going to build RBAs, get a multi-meter. If you just using off the shelf atomizers there's really no need for one but its nice to have one kicking around for troubleshooting.