go for it! I mightily endorse it as both a way to learn more about beer and as a fine hobby that is a good excuse to get drunk and drink (cheaper) quality beer.
bottles exploding = too much sugar = too much carbonation most likely.
it's almost happened to me
usually I shop locally, but I have been recommended www.morebeer.com as a good place to go to. There'll still kinda local to me, but they don't have an actual storefront worth noting.