It's called the hot corner for a reason.
There are few if any easy hits to third. Either a strong RH pull hitter really gets around on a pitch, or a lefty slices a shot that's on you before you know it. Then there's the bunts to charge, the relays to home, and more.

Plus, on half the plays with runners on you need to pinch in at the corner - and face a screaming line drive off a power hitter. Clean catches are often out of the question. Knock 'em down, pick 'em up, throw 'em out. In fact, in addition to all the other skills you might learn and drills you can practice, always find time for the "bobble drill": someone tosses or bounces you the ball and you catch it, drop it intentially, then pick it up and throw.