If there's a community college near you, I'd suggest you sign up for a welding class. While YouTube is a lot of fun and all, it's not the place to learn about things that are dangerous, like welding and metal casting. You really need some hands-on instruction by people who actually know what they're doing, not just someone who is new and enthusiastic about something they really have no clue about.
TIG welding is great for some things, such as tricky welds in odd metals like bronze and aluminum, but for putting together pieces of steel, which is most of what most people want to do you should concentrate on regular arc welding or MIG. It's okay to clamp the ground to a steel table and clamp the piece you're welding to it, but if you've got one hand on the table and you touch the live "stinger" to some part of your body, then yes - electrocution is a definite possibility.