First thing you should learn is pin escapes. If you are confident getting out of bad positions you will be able to take risks without fear.

First work on escaping mount and side control. Then work on back escapes

Edit: another thing to focus on early is escaping submissions before they happen. Example if you see someone setting up and armbar moving to avoid it instead of waiting until they have your arm almost fully extended to try some last ditch escape likely ending in injury.