Besides the legal considerations, even when shooting on your own land, you should take some basic safety measures. Make sure you have a safe backstop behind your target; a hill or an earth berm that is high and wide enough to prevent even a wild shot from traveling much beyond your target. Earth, not rocks, and away from water; both are conducive to ricochets. A stand of trees or an abandoned building is NOT a sufficient backstop. Remember, the range at which rifle or pistol bullets are deadly is measured in miles, not yards. You should never shoot in the direction of a roadway or a building, obviously (and it is also generally illegal to shoot FROM a public road). Other range rules and practices still apply: the area between you and your target must be clear and unobstructed, know the position of all people and animals in the vicinity, and so on. Use ear and eye protection, and no horsing around.
Forgive me for spelling C-A-T here, but I've seen some otherwise smart people do some incredibly stupid things when firing on private land (my own). At one time I owned and lived on 50 acres in Coryell County, here in Texas, and would occasionally have friends over for some informal target practice. They had to be trained (sometimes at high volume) not to shoot at rocks and bottles and at prickly-pear leaves backed by nothing but the horizon--and to stop shooting when another person is walking downrange to change a target. Strange but true.
If you're shooting on your own land, that makes you the rangemaster; be a strict, no-nonsense SOB, because any other kind of rangemaster isn't worth a spent shotgun wad.