Do Not Trust User Input Directly
You should never trust user input directly, especially if the user input is anonymous. Remember the two golden rules: never trust user input, and always check data as it moves from an untrusted to a trusted domain.
One malicious user input scenario to be wary of occurs when your application takes user input, and then uses the input to create output for other users. For example, consider the security ramifications if you build a Web service that allows users to create and post product reviews for other users of the system to read prior to making a product purchase. Imagine that an attacker does not like ProductA but likes ProductB. The attacker creates a comment about ProductA, which will appear on the ProductA Web page, along with all the other reviews. However, the comment is this:
<meta http-equiv="refresh" content="2;URL=http://www.northwindtraders.com/productb.aspx">
This HTML code will send the user's browser to the product page for ProductB after the browser has spent two seconds at the page for ProductA!