Is it fairly common to fry a programmer during the learning process of PIC programming development?
I damaged the power supply section of the first generation PICkit 2 when I was getting started.  Then I looked at the schematic and fixed it.

It is important to understand how your tools work.  Troubleshooting broken electronics is not something to fear:   If you are getting into electronics, this is exactly what you will be spending most of your time doing.

The PICkit 2 cut some corners.  More advanced programmers will be harder to damage.  Still, you should have some idea what you're doing.