Why more voltage after full rectification
Could you please share the circuit diagram. It might help me understand better. 

After rectification, the voltage increases by 1.414 times because it gives out peak to peak voltage. If you are trying to rectify 12V AC, you would get 17 V. 

Also, you would want the capacitor after the bridge rectifier. You need to get rid of the negative pulse before you pass it through the capacitor. 

It's not safe to touch high DC voltage. Also not safe to directly plug into 230 VAC main voltage. Hence people suggest that one use an Isolation transformer.