If you spend any substantial amount of time around burners you will hear the phrase Safety Third. Possibly nothing better reflects the mind set of many hard core burners than these two words. It is my personal mantra.
What It Actually Means
First I must stress that Safety Third is a personal attitude about one's own actions as they relate to one's self. It does not apply to anything that may cause harm to others such as setting unsafe fires, building sketchy structures, lighting fireworks, or unsafe art cars, etc... i.e. - You can only adopt this attitude for yourself and cannot foist it on others.
That being said, I look at it as meaning personal safety is not top priority (although it is not far down the list).
What Is First And Second?
That is up to the individual to decide. Some popular ones are Art, Fashion, Safety or Beer, Boobs, Safety.
Part Of The Thrill
Obviously you will need to decide how far you are willing to take your "bad" decisions. No one will try too hard to stop you from doing stupid shit. Part of the thrill of Black Rock City is the inherent danger, but I like to say "If you can't make bad decisions at Burning Man - where can you?"
Read The Back Of Your Ticket
Seriously, read all the fine print there - it is a legal disclaimer that you agree to by using the ticket. People do get severely injured and / or die at the burn. I personally have fractured my wrist and broken an ankle on two different occasions there. The back of the ticket is eye opening and not a joke as a neighbor thought one year.