My first few shaves looked like a band of rabid cats attacked my face. Even now, one razor I have with an especially sharp corner, will nick me every time. I agree with the thought that being cut with a super sharp edge on wet, soapy skin probably won't cause an infection. I merely dab it with a styptic pencil and keep shaving. I also use Bay Rum aftershave, which I think has some antiseptic properties. The hot towel wrap before the shave helps me a lot.

Yes, there's quite a learning curve, but you can do it. Take your time, relax, and go one pass at a time.