Checking your tail light bulbs is important to do periodically because it's hard to know when one burns out until you get pulled over for a burnt out tail light bulb. To do this, ask a friend to turn the headlights on, when he or she does this, all of your tail lights should light up, then ask your friend to try both turn signals, shifting the car into reverse and finally hitting the brake pedal. Often cars will have the same bulb that is both the tail light bulb as well as the brake light. Make sure the parking brake is fully engaged when performing these checks!
Driving with burnt out tail lights or brake light bulbs can be dangerous as drivers behind you don't know when you are slowing down. Properly functioning brake and tail lights is critical in situations with poor visibility.