all before i got my kdx 200, i used to ride my friends cr 80 all the time. it was such a thrill sitting on a 2-stroke the first time, letting out the clutch, hearing the ying ying of the engine, and having the front end of the bike in the air as you pull the throttle back. anyway, i was scared **** when another friend of mine got a yz 125. i finally worked up the courage to sit on it and ride it. And i will tell you, it wasnt nearly as scary as i thought it would be. i picked up on it fairly quickly (prior to my kdx 200, with an xr 100 at the tiem) but to tell you the truth, i felt a hell of a lot more comfortable when i got back on my buddies 80, since i could really man handle the thing, and smoked the 125.
so just be sure your ready for a 125 if your going to get one. a lot of these kids where i live get these gigantic 125s at 14-16 and really don't have much fun on them since they try to bring them in tight wooded out trails and such, and get smoked by my kdx and the 80's, and not to mention foul plugs left and right ;)
In my opinion, power is not hard to adjust. I just recently got an '03 Suzuki RM100 because I was outgrowing my '97 CR80 (And the fact that I blew the motor, which aided in getting the RM100.) While I was still riding the CR80, though, my friend got an '03 CR125 and we went upstate for the weekend to ride (Jackfrost Mountain, PA.) I'm around 5' 3" to 5' 4" (Yea, I know that i'm short for a 15 year old *sigh*). He couldn't get the bike started (He was, and still is new to motocross.) So I started it for him, but I needed a stool just to get on it. The powerband was actually smoother than my CR80, as just riding it around in the parking lot, I could "roll on" the throttle without the snappy powerband of the 80. I still want a 125 though! Going to send my suspension on the RM100 out to PR2 and keep it for next year though.
I was doing to get a KX100 and port it for low end because I know I'm not near brave enough to take a 125 esp. stock. I got a used KDX and it might feel a little big but its easy to get along with. Of course I had my knees to the bars on my RM80. After you get a bigger bike and ride if a few times hop back on you 80. It feels like a midget bike. I took mine out and I was looking for more gears. The jump isn't to bad as long as you have good throttle control and skill w/ the clutch.
I switched over last summer when I was 13 and 5'6-7". I went from an 02RM85L with PC pipe and some suspension work to a stock 02RM125. The step up was awsome. The 125 was soo much easier through corners because of the larger size and power. Jumping was also much easier due to the larger suspension. I'd say go for it. Now that I've been on the 125 for a few months now, I'm in search for more power and looking into a PC pipe for it. Go for the step up, its easier.
by the way, I ride MX and a little trails now and then