The way I learned to trade options was by getting good at stocks first. That gives you a grounding in the markets and teaches you to trade.
What do you mean by "more volatile and dangerous"? If you're buying penny stocks at 2 cents and the next tick is one cent, you just lost half your money! Futures can be traded with a lot more leverage than stocks (meaning you have to put up less money). Options are also a leveraged insturment. Essentially though, you need to learn to always trade with stops. That means you know when you're leaving the trade if it's not working your way. Trading without stops is what's volatile and dangerous.
Anytime you trade, you risk losing all the money you're playing with. It doesn't matter what you're trading. It's effective money management that keeps that from happening.
The most informative source I can suggest it RealMoney.com. They have columnists covering a multitude of topics on a daily basis. Read it every day, and you won't believe how much you will learn with time.
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