the tip (it's computer really) will not let you hurt it. high revs / low revs, they can't get "dangerous" because the computer will eventually take over and force a gear change. now what it's doing to the engine is another story (at low revs).
staying in the 3-5k range should be considered "average" rpm, so have fun. mash the pedal, hard on the brake, mash the pedal... it's all good.
also, what you experienced with it not shifting (i assume) when you let off the gas is normal. it's designed to stay in the same gear if you're hard on the accelerator and lift your foot quickly. it also won't shift (unless it has to) if it senses you're going around a hard corner (helps keep the tires from breaking loose).
another pretty cool trick (if you've got the right year / model) is to brake with your left foot while doing a quick stab on the accelerator with the right foot. the car will figure out what gear it needs to be in to get to around 5k rpm and jump right to it. very good for on ramps...
