I'd highly recommend reading Reddit's steroid wiki as a jump off for the basics. As for health issues, read, read, read, read, and read some more.
General rule is you can NEVER do enough research.
As a starter though, it's worth pointing out that done properly, the health risks are minimal to none. My own GP has given me the green-light on steroid use, and basically said the only real danger is blood-borne infections from needle sharing, which only an idiot would do.
All the stuff you hear about health issues are either myths, or due to poor execution.
Orals can damage your liver, but then so could taking the correct dose of paracetamol, every 4 hours, for a month. You can go bald, but only if you were going to anyway. You can get gyno (bitch tits) and other estrogen related side effects, but only if your AI use is poor/non-existent (and plenty of guys don't bother and are still fine). Long term issues come from poor/non-existent PCT or simply blasting too hard for too long.
A basic cycle is Testosterone Enanthate. Remember that Testosterone is basically just a natural supplement - it's in your body anyway, you're just increasing it massively. With the right AIs and PCT, it's simple, effective, and very safe.
Plenty of people damage their bodies, often irreparably, doing things like smoking or drinking alcohol. Hell, even working 30 years in some shitty job you hate or being in a dead relationship you're too scared to leave is far more damaging.
There's also a major taboo around steroids due to brainwashed Americans who see it as "cheating". Cheating who? If you were to cross the Atlantic would you get on a plane, or swim?
This also means they're illegal or at least a grey-area in most jurisdictions, meaning buying online is the only option. Plenty of good labs and sources out there, but also plenty of shite. Again, the biggest "danger" is getting something that will harm you, it's just getting bunk gear that is under-dosed and pointless.