The problem is that even a simple mistake can cause a lot of pain.

Obviously sudo rm -rf / will be a problem...but if you know about sudo and rm's recursion/force options then you probably know the risks involved w/ using the Terminal. But how about:

rm /home/user/ some_harmless_directory_I_want_to_delete

No sudo, force option, yet big problem.

Or even:

cat whetever whetever2 > some_file_that_shouln't_be_overwritten

You can still mess up your system pretty good without sudo or even rm.