Buy a simple 3/4 inch roughing gouge, learn how to sharpen it properly and use just this gouge until you are comfortable. Read, read, read about the angle at which you present the tool to the blank. Learn the right way, hang onto the gouge (don't get lax or too comfy...i.e., oh, gee this is so easy!!!!), and you should be safe . A sharp gouge can cut such a smooth finish that sanding will not be necessary.
As already said, start with a piece of round stock to learn cutting technique, and when using square stock, go slow and use other hand to grasp tool just behind the tool rest to not let tool accidentally protrude too far when roughing a square to round. Check out some videos on line, or a little personal instruction should do it. Not sure how much instruction you have already had.
And it is always safe to have respect for hand tools and power tools. Its unsafe not to.