Someone in this thread hit the nail on the head. It's not about which market is better than the other, because there are always winners in each market (the minority) and there are always losers (the marjority).
As a new trader, getting good at any market will require you to learn the basics of trading (i.e. position sizing, trade management, entries, exits, which are the events that move the markets, etc).
And after you learn the basics of trading, you still have to learn the intricacies of the market you want to specialize in. For stocks, you have to find out when the earnings are being released, major news releases that affect the stock market in general, sector rotation, capitalization of the company, insider trading if any, particular behaviourial patterns. For forex, you have to learn which are the news events that cause big sudden spikes in the market, how that spike affects your trade order with your broker, how to calculate the value of 1 pip in your base currency, etc etc).
The key to becoming a successful trader is to select one market and learn as much as you can about it. True, it's hard to tell the stuff from the fluff, but that's really part of your learning curve as a trader.
The problem comes when people are lured into trading with the idea of making quick money fast with little or no experience required. There's always risk in trading, and if you think there's no risk, it's because you don't see it.
What do I mean?
If you have a solid trading system that produces astounding profits, and it tests well both forward and backward, you may think there's no risk. However, the "real life" risk comes in the execution with the broker, connection outages, sudden need for capital for something else in your life while your account is in a drawdown, etc etc.
Remember the disclaimers in trading? Never trade more than you can afford to lose. And that's true, regardless of how good you are as a trader.
The key is to focus on managing your risks first, and your returns second. And it holds true for beginners, intermediate traders as well as advanced traders.
So pick a market, learn as much as you can about it, and allocate your trading capital wisely.
Each retail trader has to go through the curve of learning the basics of trading, the intricacies of the market / product being traded, putting everything together, and then managing his/her emotions and psychology to actually execute the trades as planned.
I hope this helps.
