Questions about threading?

I recently found out about it, and I really want to try it, but I'm worried. I read that "Temporary results can turn into permanent after time." This is good, but what can you do if you didn't like the shape or it's too thin?? And also, "Side effects can include folliculitis, a bacterial infection in the hair follicles, skin reddening or puffiness, changes in skin pigment, and ingrown hairs." Okay...I guess everything has side effects, but I'm feeling very torn now. Is this stuff very unlikely? People go on doing things, and I want to try it, but I always freak at the side effects.