Tanning is, by definition, the skin darkening as a reaction to sun exposure. UV rays, unless approached correctly and with certain precautions, are dangerous and have been linked to skin cancer. Thus, its important to not overdo it, recognize the difference between a burn and a tan, and to wear sunblock or sunscreen every time you are out in the sun.
Tanning is addictive, and the results can be beautiful - but start slow and build on your time. As with the rabbit and the hare, slow and steady indeed wins the race, and saves you from problems down the road.