Half of the plots of the Wizard books are about what happens when someone ignores that advice and does start poking at things better left alone. Wizards are only human after all, and the magical equivalent of a "don't touch; wet paint" sign leaves them so very tempted.

I got the impression that most Discworld wizards actually avoid doing magic altogether, because the way things work traditionally is way too risky.

Meanwhile a research such as Miss Level asks, and keeps a log of, what subspecies of henbane works best and does it work better if collected at midnight under the full moon?

While Esmé Weatherwax eschews most magic mostly, preferring Hard Work and Headology, even against Death. Unless magic is really required, when she digs deep into the strongest magic imaginable.