If you're the system administrator and have access to the root account, you'll have to be a little more careful with your X sessions.

Whenever you start an X session from a virtual console with startx (either in the foreground or background), that entire X session, including all programs executed from within, will be owned by the person who started the X session. So if you logged in and started X with the root account, all of your programs, including the terminal emulator clients, will be running with root privilege, and you have the potential to do major damage with a slip of the keys.

If you really need root privilege from within an X session, a much better idea is to log in and start X from a regular, non-root account and start a couple of xterms. Leave one of them owned by the non-root account, and get root privilege in the other by running su -. Then just switch from one window to the other depending on what privilege you need.