I heard that Etheric Projection is not really safe compared to Astral Projection. Are they both the same (safety wise)? Can your body die while in Etheric Projection while visiting the physical plane? I would also like to know the differences and similarities between Astral and Etheric Projection. How do you control your environment while in Etheric Projection, does it work the same in the Astral plane?
I wouldn't get hung up on the terminology. The difference between etheric and astral is like the difference between TV stations. They both have there reasons for being there, one is not better than the other. It's common for an OBE to start etheric and turn astral without even noticing. With practice things get more recognizable.
Right now, I'd focus on the exit, as it's the trickiest part of the process for most. And enjoy the process, don't be afraid.