UNIX makes it easy to cause catastrophic damage to your files, e.g.,
rm -f *
will delete all the files in the current directory. The typo
rm -f data. *
when you meant to say
rm -f data.*
will try and delete the file data. and then proceed to delete all the files in your directory.
Once files are deleted they are not retrievable. There is no undelete utility as in MS-DOS, and there are no version numbers to protect you as in VMS.
A common way of deleting files accidently it to simply move a file on top of an existing file, for example,
mv junk.txt precious.tex
will irrevocably overwrite precious.tex.
Simply copying a file onto itself can also destroy a file. It is possible to prevent this behaviour (and the destructive behaviour of mv) by setting the environment variable noclobber, see man csh for details.
The tar utility is also dangerous. Using the wrong option can be a disaster. Read the manual carefully.