One difference between HCl and FeCl3: you already have hydrochloric acid in your stomach naturally!
They are both deadly corrosives, but FeCl3 is also fatal because of the iron.
As to mixing acid and water - mixing hydrochloric and water is OK, it's concentrated sulphuric and water that is dangerous (a lot of heat is generated, and if you aren't careful, you can get some of the water boiling & spitting sulphuric acid into your face, a BAD THING).
But I guess you have to be careful no matter what you are doing... when it comes to PCB etching, I'm a persulphate fan.