Learning to link your turns is a huge leap of faith, just one of many. It's actually easier on your body to do it "right" but you really have to trust yourself that speed isn't always a bad thing.

As for falling, snowboarding is how I injured my shoulder last winter. Thankfully, I had taken some karate, which taught me to never fall on my hands and to get out of a fall with my sensitive parts (extremities, head) protected. I tucked my arms in as I felt myself falling, and fell hard on my shoulder/back. Had I fallen with my arms out and my weight falling on one of them, I at least would have broken my wrist, if not my arm.

It's definitely going to happen. Keep your arms in, keep your head up, and stop yourself when you can from sliding (or rolling) all the way down the hill. It's so easy to catch an edge when you're not going fast enough to get over the terrain, or when you're in crappy conditions, or when you hesitate, or any number of other things, and when you catch you're probably going down.

I don't wear a helmet, but if I was doing big features in the park or it was a seriously icy day and I was doing steep faces, a helmet would be a good idea. This weekend was really the first time in the 3 seasons I've been riding that I went off anything in the park, and it was the mini-jumps. My friends wear helmets and the only thing they've knocked into so far is each other. You can generally rent helmets where you rent a snowboard, too, so if you want to try one out, you might be able to do that.

You know, the first big leap of faith is getting off the damn lift. Some ski areas have "carpets" which are faster than rope tows and let you ride the carpet (kind of like an moving walkway in an airport, or an escalator with no stairs) up the hill. Those are a good way to learn general control skills. Some just have a regular lift for their bunny slope, which dumps you in a little faster but at least you get practice! Those first few times are definitely an adventure.