I agree, it was a little scary at first. But you can do it! Make sure you have some good pins, like Dritz, that are sharp enough to go through the fabric. (I tried pinning w/ some really old pins and they wouldn't even go throuh the prefold)
I always put my fingers inside the diaper (behind where the pin goes in) so if I did accidentally go all the way through the diaper I'd poke myself & not ds.
I really like pinning now that I've gotten the hang of it. There is a small learning curve, but it's worth it! I LOVE the look of a pinned pf!