Needle felting is lots of fun, but as a friend once said, make sure you have a recent tetanus shot!
You will poke your finger at some point (no pun intended), no matter how careful you are. Start with 2D objects and get comfy with learning how to shape the projects by felting it more/less and work your way up to 3D. You can use pipe cleaners to make a more structured project. I’ll post a picture of some of our projects when I get a chance. (Getting ready for a three day horse show this weekend out of town!)