This is opening a whole can of worms, with unlimited possible consequences.
Roadside Memorial - Tie Siding, Wyoming
Personally, I think it is always better to be safe than sorry. Of course, it depends on exactly what's at risk, too. Anything that may involve your life, or physical safety, it's best to not take unnecessary risks.
Several things come to mind, such a drunk drivers, swimming in dangerous waters, and without a buddy. Sky Diving can kill on your first jump. Why risk your life needlessly?
Sure, if someone is trapped in a burning building, and you have the means to help them, then by all means, do so. This particular prompt leaves way too much to debate. One could be a S.C.U.B.A. diver, and dive deeper than is wise, or that they may be qualified to dive, and get the "Bends," and die from the effects if there is no Hyperbaric Chamber close enough to treat the condition. Someone may decide they are indestructible and go into a cage of pen with some dangerous animal, and be killed, or seriously injured. It's certainly not the animal's fault you were stupid. After all, the animal was just doing what it instinctively does.
Running across the street, without taking care to be sure it is clear. Driving faster than is safe, and heading into the desert without first making sure you have enough gas, as well as plenty of water to drink, just in case you should have car trouble, and a cell phone, in case you need to call for help, and just a few foolhardy things many people do, some losing their life in the process.