My first safety lesson was watching my dad vaporize a pumpkin (my grandparents did not grow watermellons) with his 12 ga. I'll also put on a similiar demo for newbies, if there is appropriate produce available. I also let each student fire one shot without ear protection, to show them how important ear protection is.
Oh, and I found a tag line that I might steal: We use 43 muscles to frown, 17 to smile, and 2 to pull a trigger. I'm lazy and I'm tired of smiling.
At various times I have been...privileged to be in the presence of a .380 ACP (mine, liked it, wish I still had it), a .38 SPL and a .45ACP (other peoples') and a 155mm howitzer (Uncle Sam's; I was about 50 feet away), without ear protection when they were fired. The .380 was an experiment on my part that I resolved not to repeat; the remainder were surprises.