Don't let your first attempt scare you. There are many of us, yours truly included, that spent weeks reading and researching the techniques before attempting the jb for the first time. I was either smart, or lucky, because I've now done the jb on 3 versions of the OS and have never (KOW) had a problem.
You'll love your phone even more after you jailbreak it.
Here's a thought though...Get to know your stock iPhone for a few weeks. You'll appreciate the jailbreak even more after that.