In reply to Daniel James:
it's at your own risk, but I wouldn't worry too much about being really good before trying lit ones. Just don't try anything new or at the edge of your ability with the lit ones, at least until you're used to using them. You can have great fun doing very simple moves and they'll also look really impressive to people who don't use them.
One important thing (more with staff as you're throwing and catching, but guessing the same applies to poi to an extent), when you light them it's often after dark (for obvious reasons) and one problem is that you suddenly realise that it's quite hard to see by a couple of fast spinning flames! Try them first in a quite brightly lit space (either daylight or with proper out door lighting).
