Like Bunkerbarge has said you do need to do some reading up on the subject, might sound boring but there's loads of information on the web, specialist books and forums such as Mayhem. Play by the rules (of live steam generation ) and it's a safe and very rewarding hobby, but I think you must accept that knowledge comes slowly and mistakes can be costly.
I started of in steam around twelve years ago building a 1/3rd scale Garrett traction engine from plans, metal stock and castings, though I had the boiler made for me . This project took three years to complete, but gave me the very best grounding in the world of steam and as a result i have a good collection of books on the subject, just counted 35 from where I'm sitting and every one worth it's weight in gold.
I would urge you if you can and before you start tinkering around to visit the Engineering Exhibition this month at the Warwickshire Exhibition Centre or any place where there are steam people and just ask away. The Steam fraternity are a really friendly bunch and most of the exhibitors will only be too happy to talk to you, There will be boat, boat engine builders and boiler makers and ordinary "Joes' like me there so fill your boots, and there will of course be specialist book sellers in attendance so take some cash with you.
Just take it easy and stay safe.