For your safety, never put your fingers or objects other than paper into the shredder feed opening.
Make sure to keep the wastebasket empty. For a shredder to work efficiently, the shredded paper needs to be able to drop freely into the wastebasket below.
Disintegrator shredders provide the highest level of security since the paper is reduced to tiny pieces or even powder, but they are very expensive for home use and are not usually necessary for household security.