Things not to do (which, for the good of the species, I probably oughtn't to list, as it might obstruct the self-removal of the terminally foolish):
When it comes to munitions, even small arms munitions, THINK TWO OR THREE TIMES before dinking around with old ammunition or ammunition of uncertain provenance. Then think yet again.
If you stumble across old artillery rounds whether from the Civil War or WWI or any previous or subsequent conflict, enough of those goodies are still live that there exists a fair chance that you (and depending on munitions yield and local populations) and numbers of those about you may get suddenly dead.
While some might argue that mucking about with ammunition, particularly that of the heavy ordnance variety, is sufficiently foolish that the person doing the mucking about should be removed from the gene pool before they reproduce.... that may be a bit harsh, and fails to take into account that such persons, in removing themselves, can potentially remove unwitting innocents in their vicinity (the old war gas, case shot, and other more intriguing loadings spring to mind).
The problem is much worse in Europe and Asia, but between Civil War goodies and long inactive and forgotten ranges from other conflicts, we have plenty much fun opportunity right here at home.
In short...stumble across anything that looks oddly grenade-like or like it might have made a high velocity departure from anything bigger than a .50BMG then, just perhaps, it may be time to call the experts. Just perhaps.