It was quite awhile ago when I wrapped my first coil, but I don't think I was scared. Like a lot of other people, I had watched dozens upon dozens of videos about it before I did it.
The only time I was ever scared wrapping a coil was when I first got into mechs. The idea of shorting and battery venting... now THAT scared the crap out of me. So much so that when I did have a battery nearly vent after a few months of using mechs, I put them all away for the better part of a year before I picked them up again. Hate to admit it, but I'm still gun shy about mechs. Regulated all the way!