Hi HugoC,
as far as I know, it is quite secure with the default configuration.
Of course, the funny part is to configure it, so I suggest to you to configure it as you need, create a backup, save it and start to play!
Another good choice is to create a virtual test environment (I use virtualbox for it and it is amazing) and to play there, so that you can earn experience without putting your LAN in a critical situation due to a misconfiguration.
Happy hacking!
Lo