Thank you for trusting JustAnswer with your important question.
Your best bet is to start asking for recommendations and reviews from locals who are in the BDSM scene. Once you hear good things about reputable clubs, that gives you a better idea of where to try and what to expect. Many legal clubs are very strict about honoring safe words, and some have "spotters" in clubs who help ensure that things stay safe for everyone.
Some clubs offer private rooms, which offer you more privacy but less protection because there aren't observers there to ensure that your safe word is requested, or that you don't consent and let things go to the point of being truly dangerous.
Other clubs are more public in set-up, which can be embarrassing if you're a more private person. So it's a trade-off you need to consider.
You may also want to see if you can find people who are in or known to your social network who can maybe help talk to you more about BDSM, the lifestyle, the local haunts, and if there are people who may be open to introducing a newbie.
I also think it's wise when you're trying out something new, going some place really different, or meeting strangers (like people from online), that you make sure someone knows the details. Before you go to a club or meet up for a BDSM evening in someone's home, make sure someone knows where you are going, and that you make an agreement to call them by a certain hour, when you leave, or when you get home. That way they know when to be worried, and if something does go wrong they know to get people looking for you.
You've got a lot of thinking to do about which options fit your personality and your needs best. Good luck finding a good "tour guide" from your social network who can help show you how to get involved locally with like-minded folks.
Thanks for the help.Appreciate it very greatly.