ive been shocked by the tube before. it carries a bit of a bite...but it's not particularly deadly. more like gnarly static discharge. the real danger is touching it while it's running.
much like anything that enters your body, there are circumstances it won't do anything, and others where it could probably kill you.
if you placed the ground lead over your heart and used a screwdriver to discharge the tube, you'd probably have a heart attack and die.
if you forgot to discharge the tube and took off the anode lead and got your finger close enough to touch the "belly button" you'd likely get a shock, rip your hand away and smack it against the frame and cut your knuckle.

It's not all that bad.
crackers can kill you if you eat them improperly.

I'm not saying it's safe to play with electricity, it's just everybody has to give you the worst case scenario of what might happen. yes virginia, there is 1000's of volts in there...just don't go discharging it through your brain and you'll do fine. This is why we discharge the tube.
Also, it's a good idea to re-discharge the tube before you go hook the anode back up to the belly button...the tubes can store electricity deep inside the glass and it can "charge" back up again as they sit.