The last rule of Jeff Cooper's 4 rules of firearm safety is: Be sure of your target.
This not only means what you are intending to hit, but what is behind and beyond your intended target as well.
Movies, of course, give us some wonderful examples of what not to do:
Of course I'm sure it's all for the dramatic effect, but what kind of police officers completely ignore the fact that there are several cars and an entire busload full of people immediately behind what they're shooting at?
Of course our politicians also lead the way with shining examples of carelessness. Who can forget Dick Cheney's 2006 hunting accident where he peppered another hunter in his party with birdshot? And watch this recent hunting episode of Sarah Palin's Alaska:
All sorts of people complained about her lack of shooting skill, that she wasn't a real hunter, etc. etc. I don't really care about any of that, what disturbs me the most is where the animal was when she shot it. I don't care if they're 500 miles from the nearest civilization, they don't know what's on the other side of that ridge! One lesson repeated in hunter's safety courses is never shoot at an animal on a ridgeline, because of precisely that reason.
One deer hunting season several years ago, my oldest nephew Corey and I were dropped off up above a series of sloped clearings to walk down, and my wife went down to the bottom to watch for anything we may scare her direction. After she had waited for awhile, she heard some noises and looked up the hill, and saw a beautiful 3 or 4 point buck just 20 or 30 yards away. Just as she put her sights on the animal, just over the deer's shoulder she saw a glimpse of our two orange hats a couple hundred yards up the hill coming her direction. She instantly took her aim off the deer, but by the time she started to re-position for a better shot that was not in our direction, the deer disappeared into the brush. I am thankful my wife looked at what was beyond her target, because it's hard to enjoy venison when you're dead.
I recommend an interesting website called The Box O' Truth that answers the question, "exactly how many walls will this gun shoot a bullet/shot/slug through?"
"It's an .88 Magnum."... "It shoots through schools."
If your home defense weapon is a handgun or a rifle, you should understand that some rounds will go through multiple walls, doors, and rooms. If you don't keep that in mind, you may end up with a larger tragedy on your hands than just a home invasion.
Whether you're hunting, or defending yourself with a firearm, or even just plinking in the woods, you must know exactly what you're shooting at and what's behind it.