well, I remember when I started and wondered onto a forum looking for advice... never forgot some of what I discovered I was doing wrong.
so, with the batteries, so far from what I can tell, you would be best investing in any of the 4 I mentioned, those are all generally accepted and proven to handle your power needs safely.
if you are going to play with mechanical mods, learn ohms law and how it applies to vaping. plenty of youtube vids, plenty of us happy and willing to help
if you have a regulated mod, stick with trusting that for safety. with the mechanical you are the safety. That battery as very close to making you extremely uncomfortable, so you've got a glimpse of the bad side.
also , like was said, getting an ohm meter, or some way to reliably measure your resistance and check for shorts. vaping safe isn't difficult, just a few extra steps that becomes second nature.
if you check this link there are 4 threads, here just for people new to building and vaping in general, some till be repetitious and others will have some good new info.
http://vapingunderground.com/forums/how-do-i-get-started.35/
welcome to VU, and congrats on getting into the hobby.