I prefer not to be overly dramatic about it. While it's true that some registry modifications are potentially harmful, most of them don't have that destructive behavior and are simply specific customizations. Opening the registry editor isn't by itself dangerous, unless you start touching things you have no idea about, but looking around is perfectly safe (and I may even encourage that to knowledgeable people).
In any case, it's a good idea to take a backup first, a plain simple key export to a .reg file is enough for most cases to undo a mistake, and a restore point for more serious things.

What I don't think and agree with is that sensation of "if you touch the registry, your system will explode and become unbootable and everything will fail" that some times I read, more or less. Nothing far from reality. While it's true that a few modifications can harm the system, most will NOT. For a small comparison, touching the filesystem with Windows Explorer carelessly is equally destructive to the system that a bad registry editing, yet few people go crazy about that.