[cthalupa]

There are plenty of ways to injure yourself on machines.

There are some specific dangers to free weights that aren't there with machines, e.g. if you are bench pressing outside a rack and you drop the weight on your throat, that's not the sort of thing that can happen with a machine, but... just bench press inside a rack if you don't have a spotter.

Either way, I'd recommend you get a trainer. Find a gym focusing on free weights. There's Starting Strength and affiliated gyms all over the country, there's barbell focused gyms everywhere, etc. At the very least when starting out, having someone that can help you get into proper form is really beneficial. You don't need to keep them long term, but they can be invaluable starting out.

There's also lots of places where you can record yourself working out and post a video and get feedback. You're not going to sever your spinal column squatting the bar or deadlifting with a pair of 10lb plates even if your form is garbage, so you can start light and have people help you get your form fixed.