It is very easy to get injured doing squats or power cleans with any kind of sizable weight. For example the injury rates in CrossFit are estimated to be between 20-75% [1,2] of participants which means you're more likely to get hurt than to get fit. Personally I don't think this is due to the exercises being more dangerous but rather that the excellent group motivation of CrossFit working a little too well and people overreaching in their lifts.
For people starting out I highly recommend taking it slow, being patient and giving your body time to adapt. Start with a basic fitness class or trainer and work your way up to more strenuous exercises.
The fitness subreddit getting started guide [3] and FAQ [4] have a lot of excellent information and links to other resources.
[1] http://ojs.sagepub.com/content/2/4/2325967114531177.full [2] http://journals.lww.com/nsca-jscr/Abstract/publishahead/The_... [3] http://www.reddit.com/r/Fitness/wiki/getting_started [4] http://www.reddit.com/r/Fitness/wiki/faq