One of the express purposes of the amateur radio service is to facilitate experimentation and innovation in radio technology, and the FCC grants special licenses for that purpose all the time. There's a significant amount of harm you can do with a radio, so willfully causing interference to other radio services will earn you a hefty penalty. You should definitely get into amateur radio if you have an interest, and maybe look into some of the instances the FCC actually issued fines - if you're not out to cause harm you have nothing to worry about.