When it comes to lithium ion batteries, the recommended depth of discharge (DOD) is between 20% and 80%. This means that you should never let your battery go below 20% or above 80%.
The main reason for this is because it can drastically reduce the lifespan of your battery. If you regularly let your battery drain all the way down to 0%, you will only be able to get a few hundred charge cycles out of it before it needs to be replaced. However, if you keep your DOD between 20-80%, you can expect to get thousands of charge cycles out of your battery.
Of course, there are always exceptions to the rule. If you know that you won't have access to a charger for an extended period of time (e.g. going on a long hike), then it may be worth draining your battery all the way down so that you can still use it when you need it most. Just remember that this will shorten its overall lifespan.