Just graduate from the academy and wanted to be a CNC machinist, but at the same time you have so much things to worried about due to the lacks of experience. Here are some advice from the experienced machinists tops for you:
1. Single step all the way through all hand written G code with the rapids turned down the first time you run it.
2. Don't ever use MDI commands that move anything on the machine. 90% of expensive crashes come from typo'ed or badly thought out MDI commands. Uses jogging instead or write a real program.
3. With CAM written programs single step through at least the first part of code the first time you run it with the rapids turned down. This will make sure your fixture setup or offset isn't setup wrong.
4. When doing vice work, if possible, always do your setups so the highest part of the work piece is above the top of the vice jaws or any stops or clamps. This helps avoid a lot of crashes.
5. When running a program for the first time or after you put in a new tool, always use single block and check distance to go on screen for all Z rapid moves before hitting full auto run
6. Notice, learn about and write down any weirdness for your machine.
(Example: setting a tool offset throws away the Z0 setting of the workspace.)
7. Make a written plan for tools, and work out in writing which tools always live in the tool changer (probe for example) and which ones you are adding.
8. Learn to put CAT-40 tools in correct way round - otherwise they tend to fall out of the machine. (And on some machines like mine, tend to fall into places from which they are very difficult to retrieve.)
9. Rigid tapping is your friend. But check everything carefully before use, and above all, do not bottom the tap in a blind hole.
10. If you are going to make a bunch of parts, various mirroring and repetition commands are your friends. But debug them very carefully.
When you aren't sure about something, just go ahead and ask from the experienced one, else you would feel totally lost.
Most importantly, a CNC does exactly what you tell it to. It may do something you aren't expecting, but I can guarantee you 99.99% of the time it's doing exactly what you told it. It's up to YOU to figure out what you are telling it to do.
Good luck for your journey as a machinist, hope these tips helped.