In general when mixing two materials the reaction between them could generate heat. Such a reaction is called exothermic. In extreme cases this heat could generate pressure waves that lead to explosion. One example is the addition of water to concentrated acid

There are a lot of chemicals that shouldn't be mixed together. They may either explode or create poisonous fumes. You might not have heard of or learned of some of these chemicals yet but some of these chemicals include:

Mixing Hydrogen Sulfide and Nitric Acid
Mixing Chlorine with Ammonia
Mixing Chromic Acid with Acetic Acid
Mixing Chromic Acid with Alcohol
Mixing Ammonium Nitrate with Acids