The horrors stories you hear are from people who don't do it smart. It is a risk of course, but for example starting a low dose of Test like 300mg per week, so you can start to discover how your body react, you compliment that with blood works every 2 months, and then you start to see the effects on your body.
Dumb people start for example their 1st cyle with Tren only or with Winstrol only, those are the worst, to run them alone without a test base is a disaster. Not advocating for it, but a lot of people do it the wrong way and with extremes amount.
Example, my 3rd cycle I started with Tren and Test, Tren 100mg to start to see how my body reacted, bumped up in 2 weeks at 150mg, I was getting lethargic, I didn't like the feeling, not roid rage, no depression, no nothing, but I didn't like the feeling, so I stopped it and went to get blood work to see why I feel this way. If my estrogen is in check then is the compound. I'll switch to another one that makes feel good like Nandralone.
@DonJuanjr has a lot of credit in what he writes, its typically like that. Get in More Plates More Dates and you'll hear the stories and how those happen.