If it is a corded drill you should always check the plug to make sure it is not damaged in anyway. Look for cuts,tears and frays. If the cord is messed up in anyway you should not use the drill.
Turn the drill off every time you set it down. Even if it is only for a second.
Never walk around with the drill while it is turned on.
Only use drill bits that are made to fit the drill you are using. Drill bits that are made for other drills may not fit correctly.
Wear goggles when using a drill. They will prevent dust and wood pieces from hurting your eyes.
Check all wood before you begin drilling. Look for nails and other metals that could fly out and cause injury.
If you are going to be doing a large amount of drilling it will benefit you to wear a face mask. This will prevent you form beathing in to much wood dust.