[MustGoFaster]

I'd recommend autoXing first. Open tracks are fun, but I learned A LOT more about my car, and car control from AX than I did on open track days. Since the speeds are slower, the potential penalty for any given mistake is much smaller.

I have been to three or four times as many autocrosses as I have track days. The worst I've seen autocrossing is a Subaru going under/threw a fence, scratched paint, bruised ego. Worst I have seen at a track day is a wreaked car with the driver paying a visit to the hospital. I have also seen a few wreaked race cars without any driver injury, mostly due to one dangerous corner catching people pushing things that little be too much. (The Kink at Road America)

With any event (including driving to grandma's house) there is the potential for things to go seriously wrong. The above is just my personal experience, based on having done both types of events