We are very close to the Homestead release when the Ethereum Foundation (I believe) will take away a lot of the "WARNING! Potential bugs and security issues!" type of messages or at least be fewer from what I understand.
If someone lost ether to a programming bug, I think we'd see it very widely publicized (so it could be analyzed and fixed), but thus far I've not heard of this happening. (Other than UI / user error type stuff, people fat fingering addresses and sending money to address zero by mistake for instance. Both of these can be mitigated by sending small amounts first.)
If anything else, what should I definitely not do before I understand
the technology better?
It's easier to describe some of the things you should do than not do. Do use stable versions (unless you're a developer and like to live on the cutting edge or you want to see what's coming up in terms of features). Do keep up to date with announcements from the Ethereum Foundation. (Stack Exchange, the Ethereum subreddit, their blog, etc.) Do be paranoid of people or websites asking for keys / files / changing settings in a weird way. If it feels weird, Stack Exchange is definitely a good place to ask as a sanity check. (As long as the question isn't already answered.)
