Let’s get this out in the beginning; players should be safe at the table. Safe from harassment, safe from prejudice, safe from having a GM roll dice off a loaded shotgun (warning: Binder of Shame link).
Characters should never feel safe. The PCs in every RPG represent everything the rest of the world can not be. PCs go on the craziest Shadowruns. PCs trek to the Tomb of Annihilation. PCs stand against Thanos. Villagers? Arcology SINners? Random people on the street? They will hate and fear the PCs. They will cheat them in the stores. They will lock doors in their faces. They will cry save us when the monster’s about, and cry leave us when all is well. The players will get everything they need from the game. The characters will lose everything they love in the campaign. It’s the players that are the important part.
Some people will disagree with this advice. They will gnash teeth and claw (claw bite) at the eyes of this advice. They will yell this takes away player agency, takes away all their rewards. It takes nothing from the players. Everything in the game is sense memory and shared experience. That doesn’t change. Stats on paper, those change. The party were gifted a keep 6 months ago; awesome. 2 days ago it was burned to slag by a Red Dragon, along with all their followers and stored treasure. That’s a shame. What will they do about it? This is what the players want. The challenge, the striving.
Characters are cardboard without players. Plot, prep, settings, are empty without the life of the players. That is worth protecting. Things in the game are made to be burnt, consumed.
Let them be burnt. The players stay safe. That’s inviolate. The characters are never safe. That is the game.