I've been shooting most of my life; I started before I ever went to first grade, and I've continued ever since. During that time I've seen several guns—for lack of a better description—blow up.
Interestingly, as I've done a tremendous amount of handloading through the years, you'd think most of those explosions would've been the result of bad handloads. Truth is, of all the blow-ups I've seen, only one was related to a handload. That suspected double-charge disassembled a Glock model 22 in a shooter's hand. The other incidents involved factory ammunition being used in high-quality firearms that were in perfect working order. Hey, as they say, S#@& happens!
Just after the .17 HMR cartridge came out, a friend was using my rifle on a varmint hunt in Wyoming. He came back to the truck after a bit and had a strange look on his face. When he showed me my rifle, I understood. The stock was cracked, and the rim of the cartridge case was welded to the bolt face. Luckily, my friend wasn't injured. Not too long after that, I was test firing a new handgun when it made an unusually loud noise. As my friend Sheriff Jim Wilson likes to say, "In law enforcement, we would call that a clue." I looked at the pistol and noticed the slide was locked back and that the magazine had fallen out. Closer inspection revealed that the head of the case had separated from the case body. This explained why, when I heard the loud noise, I also felt my face being peppered like someone had thrown a handful of sand at me.
Most consider rimfire firearms very safe, but they are no different than centerfire firearms. A case head separation with this .17 HMR cartridge broke the rifle's stock and could have seriously injured the shooter had he not been wearing eye protection.
Most recently I was testing a new bolt-action rifle and, like in the instances above, I was using factory ammo. There was another loud boom, and it felt like a strong gust of wind hit me in the face. I leaned back with a look on my face that I'm sure would resemble one had I just seen my grandmother naked. I looked at the rifle and then discovered the bolt was locked shut.
It was an over pressure factory .30-06 load that had blown the primer. The smart guys at the Western Powders laboratory speculated the pressure was well over 100,000 psi; almost double what it should have been. I had to pound the rifle's bolt open, and that caused the extractor to pop out. I then had to drive the empty case out with a cleaning rod. Surprisingly, I put the rifle back together and it worked perfectly.
A blown primer can force hot gases and metal particles back into the face of the shooter. Without eye protection, serious injury can result. (Note: The rim of this case was pulled off when it was extracted from the rifle's chamber.)
The point of all this is that most shooters trust factory ammo explicitly. I'm not suggesting you shouldn't; the factory ammo of today is exceptionally engineered and mishaps like I've explained are very rare. And, the truth is, the chances of you getting injured when shooting factory ammo are very, very slim.But, that is only if you utilize proper eye protection when shooting! Never, ever shoot a firearm without wearing eye protection. And, always be sure you're loading a firearm with the correct ammunition. If you do that, while following all the other rules of gun safety, the chances of you getting hurt are less than minimal, even when $#@& happens.