Before you fly and every time before you fly, you should run through your preflight checklist. Would you be comfortable on a commercial jet if they didn't inspect the aircraft before every flight? No. Similarly, you should not be comfortable flying your multicopter without checking through your list … every time you connect a battery.
The following list illustrates the steps you should go through when you're getting ready for a flight:
Check props for tight mounting. Loose props can lose power or even fly off in midflight.
The motors should be snug on their mounts. Any screws can loosen from the vibration and stress of a flight. This is especially true on the motor mounts.
Check all airframe parts for a snug fit. As stated in the previous step, screws can loosen from flight stress. They can also loosen due to temperature differentials. Any unexpected flex or play in the frame can cause a failure. Also check for...