Hi Roland, first of all, welcome to the forum and to the sport/hobby

In answer to your questions:

What tools do I need?
It depends on what you're going to use to make the robot. For plastics, a hacksaw or jigsaw for cutting panels out. You can use them on Aluminium as well.
If you don't weld, most likely you'l be bolting parts together, you'll want a good few different screwdrivers to suit (or allen keys if you use those kinds of bolts). Miscelaneoustools you'll want: adjustable spanner, hammer, file, wire cutters/strippers and a soldering iron and solder.

Where and for what price can I get tools?
Prices will vary depending on source. B&Q or Focus or alike is best place to start, though I'd get a soldering iron from Maplins.

What internals do I need?

Basic elements of any robot:
Drive motors x 2
Battery (how many depends on you)
Speed controller
Transmitter and receiver
Power light
Removeable link

How much space will I need to build featherweights?
Usually you can building in a shed, or if you can get a garage, all the better. I've built mine pretty much on a writing desk in my garage

Where can I learn the electronics and engineering to build one?

US we can help with wiring diagrams and any advice on the way we have built things and tailor it to how your skills are.

What method of transport other than trailer/boot (Which I would still have access to) would you suggest?

I used to carry mine on the trains in a suitcase

If I were to get into a bit of a bother, would anyone be able to give me advice on what to do?

Of course, thats what we are here for

How exactly do YOU deal with the risks of building robots?
I'll say this: SAFETY IS PARAMOUNT! Use all nessesary saftey precautions before working on the robot or using tools (IE: goggles, safety boots, etc

Hopefully this will give you an idea, I'll come back and elabora a little on what I've said