The canyons are an incredible place to hike or backpack that provide a very intimate, uniquely scenic and ancient historical backcountry experience that is much different from most mountains. The desert SW canyon experience is not to be missed IMHO. The risk of getting lost of getting swept away in a flood is very very low if you have a few basic skills, or stick to easier and shorter hikes. The risks are comparable to and as easy to avoid as lightening risks in the mountains IMHO.
A good map, compass, research on the canyon you’ll be hiking, researching good water sources and high camp spots if backpacking, and some basic orienteering en route will keep you safe and knowing where you on longer canyon backpacks. But if you are new to canyons, consider doing some easy day hikes instead of long backpacks to introduce yourself to the scene there.
If you’re in the Escalante area, I highly recommend day hiking lower Calf Creek falls – an easy, fairly wide and open, 3 hour hike to an incredible falls and plunge pool. Zebra and Tunnel slots are easy, fun, crowded, and short day hikes with limited time in the actual slots (slot’s easy to access from the mouth). The Escalante canyon from town to hwy 12 is a varied and easy (some wading in the cold, ankle deep creek) long day hike or short overnighter requiring a short car shuttle or hitchhike to get back. There are also hikes up out of the canyons in Escalante, though I’ve done few of them.
In Zion, we were happy to spend 3 or 4 days doing day hikes out of the main valley to some of the major overlooks, such as Angels Landing, Observation Point, West rim trail (out and back), etc. Much more like being in the mountains there (we never hiked any slots in Zion).