My first batch of film I got loaded by a friend (I actually borrowed his camera too!). When I got my first large format camera and had to load film myself I was dragging my feet because I was nervous I'd make mess of it. I needn't have worried.
On the whole everything including loading film was MUCH easier than I thought it would be.
The main problem was with dust as mentioned above.
I would also recommend learning to develop film last after you've mastered the camera and enlarger work. If you fail printing a negative nothing is lost, you can try again. If you fail developing a negative that negative is ruined forever.