If you like experimenting and growing your own food, it can be a really interesting hobby
Beginner info / what type of environment to use or is ideal / tips for dealing with mold, bacteria / common beginner mistakes / etc.
If you like that, then the next level of difficulty is creating your own fruiting kits using mushroom spawn. I'm in Australia, but you can buy it from somewhere like here if you're in the US: http://out-grow.com/live-mushroom-spawn-c-12/. You basically mix the spawn with treated straw or sawdust and put it in containers, the spawn will colonise and shortly after you'll get mushrooms. Most sites will recommend you sterilise or pasteurise the straw/sawdust (they call this the substrate), but the easiest way to grow without pasteurising/sterilising is using paper, see here as an example: http://re-thinkgreen.com/2016/02/24/mushroom-kit/
Stamets is regarded as the guru, but I think "The Essential Guide to Cultivating Mushrooms" (https://www.amazon.com/Essential-Guide-Cultivating-Mushrooms...) is a better starting point for the beginner. You don't need to be as much of a clean freak as he makes out, there are plenty of low-tech methods.
I'm in the process of writing a short guide on growing shiitake at home, it's harder than oyster mushrooms but once you get the basics it's pretty easy too. It's pretty crazy the amount of mushrooms you can grow with basically no space, you can see my son here with some we harvested recently: http://www.mushroom.guide/
If you're in a bigger city, there should also be day courses to learn the basics, search for something like "grow gourmet mushrooms [cityname]"
Glad to see there's another one out there.
If you get sick it's going to be because of bacteria or mould. But you can smell if your oysters are infected. They mycelium is supposed to smell like almonds or anise if it's healthy. If it instead has a foul smell then just toss it.
That said if you want to grow them at scale, I would use shredded newspaper rather than coffee grounds. Much easier to get.
1) Make sure that the growth medium is as close you can get to being sterile
2) Make sure that only spores from the desired mushroom is "planted" in the medium
If done properly, the desired mushroom will outcompete the others, deploy its own defence mechanisms to keep others out.