Legality =/= morality. And no one is gonna arrest someone for playin' retro games Ninty can no longer make profit on lol. The only reason a company would want t' prevent emulation is because that would stifle sales; if a game is so old that said sales are only used, they probably want you t' emulate in the hopes you'll buy newer installments to a series. In particular with the money ya save with emulation.
It's a tough road, that's for sure. 'Specially if you can't find other players starting out... playin' with veterans in the beginning is a painful trial by fire (thnx Sho). Let me tell ya though, it's worth it in the end. Ain't no need t' rush into it, but don't let the fear of jumpin' into the deep end scare ya off for too long. Danger is exciting, yeah? Competitive gaming is rewardin' if you've the heart for it.
Assasin, stop giggling.