Brick only happens if you go jump step or disrupt an important procedure like,
it will write there lar on Unrevoked, "flashing do not remove phone" or something like that
Whenever flashing just make sure battery > 30% no problems
There aren't really any risks.
Sync your contacts to GMAIL and backup any important apps (all free anyway - just re-dl)
and done.
Haha how your phone crash while rooting? They made it too easy to crash.
You will really only need to worry after getting Recovery aka rooted phone.
- like changing ROMs lar (It is quite common to get Bootloops - which means stuck at htc logo or custom splash) but can remove batt and go recovery mode and fiddle around there (like reflash and etc)
Just root your phone first. Root properly without any errors then you're fine.
Additional safe measure, root using Notebook or UPS power so that you don't have to worried in case power trip.