Many homeowners may choose to limit the work they do on the home's heating and cooling systems to simple preventative maintenance. Depending on your part of the world just doing that can save you as much as $300 per year in service calls, add years of service life to the equipment and reduce costly repair bills.
If you choose to be more ambitious and do more of your own HVAC work you really need to learn what you are doing. Like electrical work, HVAC done wrong can kill you or burn the house down. That said, I do most of my own and there are many HVAC projects that the average homeowner can do and do safely when equipped with just a little knowledge.