What Rovert said... don't be afraid of breaking something your first track day, or the 2nd or 3rd. If you're a fast learner (I'm not, it turns out, a fast learner for track days), by the 4th or 5th you might risk a money shift. But otherwise if your car maintenance is up to date, the only things you can break the first few times are overheating the brakes (solved by having fresh Ate blue/Typ200 fluid) and wearing the outside edges of the front tires. This all assumes you don't hit a wall of course. The good news is that being in SoCal, most of the tracks don't have many walls (Streets of Willow, Buttonwillow, Chuckwalla), or have good runoff room in most places (Willow Springs, AutoClub Speedway). And/or you can buy HPDE insurance for between $85 and $125 per weekend (for typical ZHP--more expensive cars cost more to insure) from Lockton Affinity. There are lots of checklists available online on things to inspect and what to bring to the track.
For the safest, most controlled, and most expensive track day, wait for a BMW CCA day. For something much cheaper, slightly looser, but still with instruction and safety rules (and sometimes crowded run groups), there's NASA. For more relaxed, less instruction, and less crowded, I like Speed Ventures. And for the generally least expensive and most relaxed So Cal track days I've tried, there's ExtremeSpeed, usually running at Big Willow and Streets of Willow. In fact I'm hoping to do one of their track days this weekend, Dec 29-30. It will be cold (below freezing in the morning) but probably won't rain.