A venture is a project or activity which is new, exciting, and difficult because it involves the risk of failure.

If you venture somewhere, you go somewhere that might be dangerous.

If you venture a question or statement, you say it in an uncertain way because you are afraid it might be stupid or wrong.

If you venture to do something that requires courage or is risky, you do it.

If you venture into an activity, you do something that involves the risk of failure because it is new and different.