In 2010, I took on a summer project to create a Tesla coil. I put much money and effort into it, but this is one project which I was unable to get working. However, I still did not consider it a failure at all. Even though it did not work, I learned bunches from researching and constructing it. However, I never really considered myself finished with it, though. I was always determined to get it working one day, but for a long time I had just put it aside.
In the mean time, though, since I just happen to have that 12,000 volt transformer lying around, I decided to make a Jacob's ladder. Sometimes I would turn it on just to feel powerful. It was an exciting item to show guests.
I think I've learned a pretty important lesson here. When I built my first coil, I was going big. Too big, in fact. I included many extra features in the circuit to improve performance or add safety measures. It was a lot of complication that I didn't fully understand. But now, years later, I've simplified it down to something that I do understand. Now, I have a working model that I can add to and take away from to see just what those fancy extras do. I've found it's probably best to start small before you go big. You're much more likely to find success if you take baby steps towards it, rather than attempting one giant leap. Of course, if you're in for a thrill, risks aren't necessarily a bad thing.