Experience...
Sorry for being a little vague...
Experience means that if you're starting out in freediving, you don't set your goals too deep and too fast. Of course it all depends on where you dive and who you're diving with. If your dive buddy has experience and can rescue you confidently (knows what to do if you blackout or have other problems) then it helps you to relax a little more. But I think at that stage you want to dive as if you are alone and I think that that's a good way to approach diving at any level.
Experience also means that you don't dive to 15m, then 25m, then 35m, then 40m, then 45m. etc....Remember that just because you made a depth on a particular dive never really guarantees it for the next time. Your physiology, state of mind and health could be totally different. The more dives you make to any depth, the more you know what you should feel like on a good dive.
For example, in my recreational diving and depth training I've made many dives to 30m. I have a good sense of what I'm supposed to feel like on a good dive to 30m. If I want to try for a deeper depth, say 45m and I get to 30m and feel awful, or that something isn't right, that's my cue to turn around. This happened to me at the last Canadian regionals. After a terrible start to my dive (I had announced 55m), I got to 30m and checked out how I was feeling. My lungs were already burning and I wasn't relaxed at all. So I turned around and I think I avoided my first blackout.
But say yesterday you made a new personal best of 25m and it was your first time past 20m. Today you want to go for 30m. Fine, but on your way down you get to 25m and you try to judge your body to see if you'll make it to 30m and back. You have only one dive to 25m under your belt and it's probably a blur. You may also be a little anxious about your 30m attempt so you won't be terribly relaxed. So how can you know if you'll make it or not?
So instead of going deeper after every pb, spend some time getting to know your 25m. Make it an easy and confident depth for you, before going deeper. Having the experience of 25m (or whatever depth it is for you) will never guarantee a safe return from deeper depths, but I think it's one more tool a freediver can use to look after himself.
Of course there are many other factors. What I mean by "listen" is to develop an awareness of what constitutes a good dive for you. If you feel you don't have that awareness yet, then make many, many dives to various depths that you are comfortable at. If your max depth is 33m, then get to know the 15-30m zone. How does going deep feel when you've stayed up late the night before, had too much to eat at breakfast, when you're shivering at the surface or when your mind is distracted?...
And most of all, have fun!
Hope this helps...
Pete