Your lungs are some of the most important organs in your body. Without them, you would not be able to breathe in air, and (obviously) you would not be able to live.
One of the most damaging things you can do to your lungs is smoking. Smoking does many nasty things to the lungs, like narrowing air passages, making it harder to breathe. Smoking is the main cause of lung cancer. It causes chronic inflammation and destroys lung tissue, even generating tar on the inside of your lungs, which is just disgusting and very damaging.
Indoor pollutants are another thing that damages your lungs. Secondhand smoke, chemicals, and radon can all damage your lungs, and you should probably have them removed, so you can stay healthy.
Another thing you should watch for are outdoor pollutants, which can happen due to natural disasters and also to car exhausts in a crowded city or highway.
Some more things you can do are: Wash your hands often with soap and water, so that germs cannot enter your body, avoid crowds during the cold and flu season, brush your teeth, get regular lung checkups, as lung disease is hard to spot, and exercise regularly in a place where the air is clean and fresh.