If you shouldn't be using sudo, then you shouldn't be listed as a sudoer on that system. If you're listed as a sudoer, then you should become familiar with what sudo does.
i'd argue in a different direction: if sudo barks a scary unknown message at me, i'd avoid using it altogether and just use su, which is the opposite of what people should be nudged to do.
Yes. Largely through torturing my system and reducing it to non-bootable state and having to read up on what symbols I mangled this time and how. Why do you ask?