Our latest is nearly a year old now - when we got her from the shelter, she was on her own as she ewas suspected of being mildly retarted (no seriously). Seemed nice enough so we took her home.
OH MY GOD - the first couple of weeks were horrendous - she was a lunatic and I very nearly took her back at one point. I think it's just that kittens are so energetic, and I know exactly what you mean about getting injured playing with them - my hands and arms are covered with scars!
However, she has calmed down so much now and follows me around like a dog!
However, my cats are aware by the tone of my voice (never hit them) exactly what they can and can't do - I let them run around and play fight, but I draw the line at climbing up the TV, etc, so a firm shout of their names stops them dead.
Funny - my dog wouldn't listen to a sodding word I said!