Stay in the stall or behind
Every golfer does it. You're at the range and you've hit several strong shots in a row. As a result, you lose concentration for awhile and you dribble one off the tee. It goes maybe 4 or 5 yards out in front of you and you are tempted to jump out in front of the stall, quickly pick up the ball and then start hitting again. Don't do it. In the three seconds you are moving, you could get hit with a shot from a golfer who unloads an errant shot. It's not worth taking a golf ball in the temple just to get one extra ball to hit.
Driving range without dividers
Driving ranges without dividers are scary. While they are generally not as tightly confined as other ranges, it is somewhat disconcerting to see another golfer standing next to you who may be a rank beginner trying to drive the ball down the fairway. In this case, do not stand in the next stall. Find one that has no neighbor on either side. If you tense up when you hit the ball because you are afraid of getting hit with the ball or hitting another golfer, you are not doing your game any good.
Left-handed golfer next to right-handed golfer
This is a situation to be avoided at all costs. If you are at a range and you are right-handed and find yourself swinging opposite a left-hander, you are in an awkward situation. Not only do you have to be concerned about taking or receiving an errant shot, but the fact that the other golfer is swinging in your field of vision is disconcerting. Even if there is a divider, having someone's swing in your view is distracting and can be unsafe.