If your just doing handgun loads at this point in your reloading career, then I would suggest the thing you should be wary of most is the risk of a double charge. While it is nearly impossible to do in about 95% of the rifle cartridges in this world.....most pistol cartridges (maybe all?) can potentially hold twice the desired powder charge. I suggest that this is something that you REALLY need to pay attention to if you are using a
progressive style reloading press.
Its never happened to me, but I have once shot beside others in an indoor range that had a double charge go off in a 1911. Nobody was injured and the gun did not appear to be damaged, but the additional percussion of the blast was almost a "brown note" laxative for everyone on the firing line. A lot fudge was almost made.
When I started out, I avoided rapid fire until I became more confident in my reloading abilities.
I've never had a squib (no powder) load ever, but imagine what would happen if you had a projectile stuck in the barrel because a charge powder was missed.... then followed it up with a regular load ?
Like I said, never had a squib...there might not be enough energy to chamber another round (someone with more experience might answer that)... just take er' easy until your confidence and experience grows.