Knowing when the ice is safe is the first rule of ice fishing.
Never think for one second that ice fishing is safe. When the ice is thick, then ice fishing is as safe as sitting on your couch. However, when the ice is deceivingly thin, or perhaps not the same thickness everywhere, well, you get the point. Not knowing when the ice is safe is a problem you can't go back out and fix if you ever find out it isn't.
One of the most common, and coincidently one of the most effective methods for ice thickness confirmation, is outlined in this video by MrBluegill. Using a spud bar and the buddy system is probably the best technique for checking ice thickness on your initial walk out to fish.
If you are walking out on the ice and find that your spud bar puts a hole in the ice rather easily, the below graph breaks down exactly what your chances are of fishing that day, or going for a very cold swim.
As you may have noted from the above graph, that information is only good for new ice. The older the ice, or ice with snow on top, can be very deceiving. Utilizing the buddy technique with a spud bar is yet again, the only way to make sure what you are doing is truly safe.
Another very easy idea, and often one that may require just a little bit of money, call your local bait shop. They will give you just about any answer you may need. However, not all ice is the same thickness on every lake.
One more thing though, just be sure to walk in that same bait shop and buy something as a courtesy for helping you out before you hit the ice.
Good luck this ice fishing season. Hopefully, we all get some ice!