Shooting a Civil War gun can be fun with instant gratification of the smoke cloud, but requires a safe place with a good high hill as a backstop. The bullet can go a mile, or more, if it escapes over the hill. All of the safety issues that apply to all guns continue to apply, with the biggest being to never to point a gun at another person. Not even as a jest in fun. But there additional considerations for guns made as far back as the Civil War.
Black Powder requires special care as it is more flammable, much more easily ignited, and becomes an explosive in smaller quantities then more modern smokeless propellant powders. Black powder also has shipping restrictions and special storage requirements. There are modern substitutes such as Pyrodex, CleanShot, Pinnnacle, ClearShot, and 777. All of these are safer to ship and store, but they are still flammable. The smoke cloud doesn't quite look and smell the same as the original black powder.
Do not use any other smokeless powder in a firearm made for black powder has been the standard advice for many decades, and for good reason. There are too many injuries from inexperience trying to do so. While such advice isn't exactly true as black powder cartridges are loaded with smokeless powders all the time, there are differences between cartridge and non-cartridge guns that make a seriously unsafe condition whenever smokeless powder is loaded in a muzzle loading gun. Refer to loading manuals such as Lyman's before reloading any type of cartridge, which has a separate manual for reloading cartridges with black powder.