Are any major nerves in the eyebrow that could be severely damaged if I pierce my own eyebrow?
Please excuse the directness of this reply, but if you can't even tell if there are major nerves in your eyebrow that could be damaged by home piercing, YOU SHOULD NOT BE PIERCING YOUR EYEBROW YOURSELF. In short, the answer to your question is possibly. However, as I am not a qualified body piercer or medical professional, I cannot speak more specifically to the actual piercing technique.
If you wish to become a qualified piercer, please take the time to get proper medical and piercing training. There is one formal piercing school in the US, located in California (www.bodyplay.com). Many people serve as apprentices to experienced piercers for one to two years to get their training.
What are the risks associated with getting your eyebrow pierced?
There is some great scare tactic advice on the net at Teen Tips, and some far more practical advice from a Piercing Studio online.
Technically things listed on the scare tactic list are probabilities, although some are a very low risk and some may be much higher. Your greatest risks with any piercing are infections, starting with bacterial (from improper sterile technique or an exposure soon afterwards), scarring or after effect from your body rejecting the piercing, then more serious infections (blood borne stuff, usually from improper piercing techniques again), then you actually get to the rarest of chances that an infection would be so bad as to enter the body or brain.
Usually something un-aesthetic happens, most often from a rejection where the body just won't heal the piercing, or the piercer lines the jewelry up badly somehow. Your greatest danger is from an improperly trained piercer, someone who is not trained in preventing disease transmission or using proper sterile piercing techniques. Boiling something is NOT the same as running it through an autoclave (the medical cooker that you really need to sterilize equipment).
To learn more about piercing, you might like Body Piercing: A Medical Dictionary, Bibliography, And Annotated Research Guide To Internet References by Icon Health Publications.
For body piercing aftercare, you might like Tattoo Goo Deluxe Tattoo & Piercing Care Kit or X-Pression & Blue Wave Piercing Aftercare Kit
