I would like to know how to change, if possible, the cursor in Vim (in color, shape, etc.) depending on what mode you are in.
I am constantly forgetting that I am not
I usually have the current vim mode onto statusline, among other things. If you seek simplicity, you can set only this information onto the statusline.
However, usually the really crazy things happen when you have caps lock depressed and are in command mode (since hjkl now are HJKL - just J and K is enough to make you pull your hair out when you don't understand what's happening. Do a :h J
and :h K
to see what I mean). Just beware the caps lock key and you'll be fine most of the time IMO.