TLDR Being burned lets you put things into perspective more easily.
I will just tell you how I personally learned those things at around 10-12 years old, you could act this out in a safe environment, but that depends on your standards I guess.
As a kid I wanted to buy a game online, but my family and friends parents where wary of purchasing something online at the time, so I had no way to obtain the game the 'regular' way.
A friend and I found some guy online that claimed he'd buy a license in exchange for a PaySafeCard of the same value. Lots of people saying that it worked for them, so this must absolutely be legit.
Of course we did the naive thing and contacted the guy.
Long story short, I lost a months worth of pocket money to him.
From that point on I swore to myself to always assess the risk of actions I take on the internet (and by now on everything) and to consider other peoples agenda's in decisions.
A useful lesson learned for "just" 15€ in my opinion.