All good information from everybody.
From a safety view there are a few things you can not afford to not check or verify.
Two were mentioned above;
Always make sure you remove your ramrod prior to shooting. Seems simple but guns blowup and hurt people every year from this.
Mark your ramrod to ensure your load is seated and that you have not double loaded. Even more people are hurt by this every year. I use yellow electrical tape wrapped around my ramrod. This allows me to change it based upon what load I am shooting and more importantly it is very hard to not notice any variances. Much easier to see that yellow tape than a score mark with a knife on the rod.
Make sure you are using the proper powder in the proper amounts, understand volume measurement versus weight, what your gun is rated for and don't make any mistakes. Guys lose parts of hands every year to this one.
periodically verify that you bullet is still properly seated. Walking around all day, or multiple days can move a loose fitting bullet off of the powder charge. Many of the black powder substitutes don't need compression to ignite. If your bullet has moved off of the powder charge it will act like a barrel obstruction and you will have a very bad day. I had this happen to me on a older Hawkin style rifle many years ago. I was fortunate enough to see the bullet peaking out of the end of the barrel prior to shooting it. I now just out of habit check my gun a couple of times a day. I want to KNOW it is still seated, not THINK, it is still seated..
I love shooting MZ's but you have a lot of opportunity for shooter error, be careful and they are a lot of fun.