Yeap, same thing with the Zero, I was scared to death to break it. I had an early bad experience with a Grimlock knock off when I was 7-8 yrs/old. Maybe it broke because it was cheaply made, but back then I knew nothing 'bout quality. I just knew the box was different than the Hasbro transformers.
Now it did take me forever the first time I transformed my first 1/48 1A Hik I bought.
I think once you realize how the part functions, twists, colapses, slides, then you can have a bit more confidence. Check the hand positioning on the instruction booklet. Usually if I initially follow their exact hand positions while tranforming the valk, I have no problems. If we try to get creative, and "figure it out" we might easily break it. We are not psychics, please read this intruction carefully. And even then exercise caution.
I have not yet broken any of my valks, including the famous osteoporosis suffering VF-11B. I gues I'm lucky, or maybe I'm too carefull (knock on wood)
Some friends tell me they can figure it out, they want to try transforming it without instructions. I need no broken valks right now