Tor - the onion router is slow. Basically you connect to an encrypted sever that constantly reroutes you around the world making it hard to trace you or track your movement online. It's anonymous but also very slow to browse the web.
Keep in mind it's not 100% anonymous. Your browser can be targeted by NSA by installing malware to learn who you are and what you do. If your looking to buy a few guns, you will be okay. If you start dealing with child porn and becoming a major distributor in that or human trafficking then you will get caught. Feds have been known to learn who TOR users are and it's been highly documented in the news.
Also keep in mind police use TOR as well so they can remain anonymous online and try setting people up. It can be used by everyone.
As far as your friend and you being in the dark web world, depends on what your trying to get if you will be safe or not.