Once you set the volume, do not increase it. Over time, your ears adapt to the volume level, so a volume level that does not cause discomfort might still damage your hearing.
Traffic Safety
Do not wear headphones while operating a motor vehicle or riding a bicycle. This can create a traffic hazard and is illegal in some areas.
Even though some headphones are designed to let you hear some outside sounds when listening at normal volume levels, they still present a traffic hazard.