Injury free training:
Can I hurt myself lifting weights ?
Yes, you can severely hurt yourself lifting weights so be smart about it:
What usually happens, when people hurt themselves lifting is that the excercises are being done with bad form, with too much weight or without a spotter. Injuries in weightlifting can be very severe, especially when the pounds are being lifted overhead. Always remember that Newton's laws will catch up on you if you lack the strength and the barbell will make its way to the ground either way. The heavier the weight, the more likely it will travel to the ground ignoring your skin and bones. Be wise, train reasonably.
Your risk of injury is a function of the repetitions you do and weight you lift:
The more repetitions you do with heavier weight, the more likely it gets you get injured. Having said that always reach your maximum weight on any given excercise from below. Do a proper warm up and make that one rep max the highlight of the day. Also get a spotter, because if you already know that you only can lift this weight once, it is not unlikely that you will miss that rep and need someone to help you out. In lack of a spotter, set up a power rack accordingly so that the might of the weight does not come crushing down upon you.