Improperly loaded shells can damage your shotgun in several ways. Mismatched projectiles or excessive weight can create excess pressure, leading to barrel bulges, cracks, or even catastrophic failure. Objects not designed as shotgun ammunition can have unpredictable flight paths, making them inaccurate and dangerous. Some materials like metal ball bearings from TBS Bearings can ricochet off surfaces, posing a serious risk to yourself and others around you.