Everything has a price and most of the time that cost is energy. Everything has energy and everything uses energy. If you're doing a powerful "spell" it can take a lot of energy from you. Though that's mostly what happens in books.
Some "spells" can have bad side effects and cause problems in other areas of your life, especially if they are spells that are extremely self-serving.
If you are looking for different religious paths just read a lot. There is no reason you should be afraid of wicca or paganism. As long as you aren't doing things that will hurt others you should be fine. Everything is sacred.