There are many reasons why you might do this.
You might want to impress your friends, or you may be embarrassed that the guy next to you can lift a ton of weight while you're still struggling with the basics.
No matter what the reason, however, it would be a mistake to jump ahead and lift more weight than you can handle.
Doing so can leave you with some serious injuries, and you'll realize how foolish it was.
Injury to your muscles or connective tissues can leave you on the sidelines for quite a while.
It can really leave you discouraged about continuing your weightlifting program.
Aside from having to pay a bunch of money for therapy, your progress in weightlifting could be delayed for several months or more (depending on the exact nature of the injury of course).
You may have tried to lift heavier weights to speed up your progress, but you might end up doing the exact opposite.
This is exactly what you don't want, and we haven't even talked about pain or disability that occurs from the injury.
So do yourself a favor and don't ignore safety precautions.
There are many other strategies for injury prevention such as regular stretching and taking supplements that reduce inflammation.
Nonetheless, putting your ego aside and following some common sense advice are probably the most important ways you can prevent injury in the gym.