There is a risk of being injured by broken weapons. The shards of a snapped blade can be very sharp and cause serious injury, especially if the fencer doesn't immediately realize his blade is broken, and continues fencing. Always wear proper protective gear to reduce this risk. FIE homologated jackets, britches, and masks are ideal, as they are made with puncture-resistant fabrics such as kevlar. Always wear a glove that covers the cuff, to prevent blades from running up the sleeve.
Foil is the most common starter weapon.
It is an excellent weapon to begin with if you have no preferences or want to learn generalized principles of swordfighting. Transitions to the other weapons from foil are relatively straight forward. Foil is an abstracted form of fencing that emphasises proper defence, and cleanly executed killing attacks. However, it is far from a simple weapon, and many experienced fencers return to foil after trying the others.