On the season 1 episode "Powa Maka Moana," McGarrett and Danny are trying to get into the back of a pawn shop, which is blocked off by both a sturdy metal gate and an owner who insists he won't open up without a warrant. Fed up, McGarrett pops out to his car for a moment, leading Danny to question if he's planning on driving the vehicle through the pawn shop. However, McGarrett has a more localized solution in mind.
McGarrett returns to the pawn shop ... with a grenade. The owner rationally guesses that the grenade isn't real, because what kind of law enforcement officer detonates an explosive on private property in order to conduct an illegal search? Sadly for the owner, he was making his assumption based on the rules of the real world, not Hawaii Five-0's world.
The grenade is very real, and after McGarrett straps it onto the door, everyone barely makes it out of the blast radius before it explodes. The dangers of this action are two-fold: not only is it literally dangerous to all parties involved, but it's also a pretty reckless move for McGarrett's career. He doesn't face any repercussions for the incident, but it's not a stretch to imagine him needing to testify in court as to why he set off an explosive in a commercial building in the middle of the day.
Little did we know at the time, in the exchange at the pawn shop, there was foreshadowing for another very dangerous moment yet to come on the series.