Yes, please do not make Ferrous oxide (FeO), the black colored powder. It is easily ignited and can cause explosions.
I will tell you a very easy way to make Rust, Iron(III) oxide, but first you must listen to my safety warnings.
It will result in the production of chlorine gas, which is highly toxic and can even kill you.
Only do it outside (or if you have access to a fume hood), where there is good ventilation (not under a porch roof). Wear a mask or filter if possible, and hold your breathe when you mix the reactants. Immediately step at least 6 feet away after mixing, and do not approach for at least 2 min after the reaction appears complete.
The reaction quite fun to watch.
Put a piece of steel wool in a dish of vinegar (just enough to submerge it), then add a few mL of bleach. Step back and follow the safety instructions.
Now, after you have done this experiment, look up what vinegar and bleach is (if you do not already know) and try and devise the chemical reaction or reactions?!
taking place.