This keeps heat from building up in home wiring. Check for wear and damaged connections. Thin or frayed wires translate into shocks, burns and fires. Check extension cord capacity. By checking the appliances you have connected to the cord, you can see if you've exceeded the capacity.
Some extension cords can burn out before home circuit breakers or fuses can do their job.
Plugging them into each other increases the heat and danger. Don't place cords under a rug or on a wall. Rugs hide frayed wires and can ignite from the heat, as can many walls. Use grounded cords. Three-prong grounded extensions cords must be used with tools and appliances that have three prongs.