As a sixth-former (17-19 yrs old) I used to train with a bunch of other lads. We routinely ignored dangers that we were warned about and - thankfully - suffered little for it. Now that I'm in my mid-40s I can confidently say that your body is pretty good at telling you what is dangerous and what is not. I certainly wouldn't recommend that you do exercises you've been warned against, but you could try the following approach:
- Start off with very light weights
- Take it slowly and avoid all sudden or snatching movements
- Stop as soon as you experience pain (normal muscle burn excepted)
- Do a little at a time and wait to see if a problem arises
Of course, you have to ask yourself if the intended exercise is actually useful. There are often many ways to build a muscle group, so you don't need to take risks.
The occasional aches and pains I suffer can be linked to traumatic injuries (e.g. accidents, falls, impacts) and/or failure to prepare properly (e.g. running for 5 miles before getting used to running 2 miles).