I kicked everything except cigarettes for nearly 20 years, then went back to some of them during a difficult time. I was hooked again for longer than I intended, and it was much harder to kick again when I was older. (I've been abstinent again for some years now, including cigarettes (after 30 years ... finally!!).)
The vast majority of those who experiment never become addicted. But for those who do, it is very costly, and fatal frequently enough that it is not worth the risk, at least from my minority experience perspective. There are lots of other ways to relieve stress and/or alter your consciousness.
I have a libertarian bent, and think drug laws have mostly accomplished the militarization of the police forces in America. They certainly have not reduced the availability of high-quality drugs. But that does not mean I agree with the idea that using heroin is just some harmless fun to be had from time to time. Reserve that category for things like skydiving or working out in a gym or getting a massage or writing some code.
(What's that? Writing code isn't fun, it's something you have to do? Maybe it's time for you to kick the habit then.)