Airstream,
Actually, it probably is safe, but CoyBoy's advice is well founded. Don't change components indiscriminately or you could (and eventually, will) run into a nasty surprise.
Nothing wrong with being self taught, so long as you do it correctly. Again, CoyBoy's advice to get good reliable manuals (prefereably, several) and read the covers off them. Most guys don't, especially if they've got Uncle Bob teaching them how to reload. You're on your own here, and that may work to your advantage. Read the books. Learn what pressure signs look like, and how to interpret them, and you'll be good to go. With time, you'll start to "get" what changes can be made, and how they'll likely impact the final load's pressures. In your example of two different bullets, same weight and style but from different makers, they may very well interchange. Especially if both are jacketed, lead-cored and of very similar design. Differernce in ogive shape, where they engage the rifling, core material (lead? 1.5% antimony? 3% antimony?), this all makes a difference. A 30 cal 165 grain lead cored jacketed bullet will behave very differently than a 30 cal 165 grain monolithic solid like a Barnes, and this is where you can get into some serious trouble. Even within the same maker, there can be serious difference that can bite without warning. Take the 168 grain SMK for example. Many guys have tried to make a hunting round by simply substituing that same makers 165 grain GK-HPBT for their match bullet, with no other changes. The 165 has a very different ogive and a harder core material. Seated to the same OAL, you'll jam the rifling badly, and pressures will kick up drastically.
Take your time here, work slowly, and don't ever hesitate to ask questions.