Let your friend teach you, let him advise you, let him walk you through the process and even kibitz on your eventual load. But load them yourself. Pick up the hobby yourself. There's a video on Youtube about an "M-16 blowing up in kids face" or some such similar. You can hear them talking crap to each other about a bunch of fail-to-fires. Before they finally blow up the gun. Nobody was hurt in the filming of that video, but it shines a light on things:
If you load your own, it's up to you to make sure you did it right. You can't blame someone else, and somone else can't blame themselves. If you load your own, you're much more concerned about the end product because it's going to be your gun, your hands, your eyes...
If you load your own you can shoot (usually) twice for each time you could have shot once. You can create a recipe better than what you can buy, using the best primer, best powder, best case, and best bullet for your gun. You can create recipes you can't find easily or at all on the shelf at your local store. So the reward of rare, better, AND cheaper more than outweighs the downside of buying equipment you can pay for in less than a year.