Dealing with destruction
Besides negating your effects, your opponent also has access to a plethora of effects that destroy your cards - and that's something you need to watch out for too.
While we love destroying our cards, we rely heavily on controlling when those cards get destroyed. As such, getting a monster destroyed when you're not expecting it can be the difference between passing on a good endboard versus passing on a random assortment of monsters.
In most cases, while we have cards in our toolbox that can deal with card effects that destroy your cards (Arvata, Rangbali, Crossout, etc.), it's rarely a guarantee that you will have them ready. Thus, you do need to be aware of what destructive effects your opponent may have, and when they might be inclined to use them.
Fire King Sky Burn's second effect can come in handy here, provided you found a way to put it in the GY first. At any point in the game where one or more Fire King cards would be destroyed, you can just banish Sky Burn from the GY instead. That's something that can and will come up, so make sure to check your GY and avoid forgetting about this effect.
Additionally, be aware of Fire King Sanctuary's protection effect. Once per turn, if your Fire King Island would be destroyed by a card effect, you can instead destroy a FIRE monster in your hand or on your field.
Inexperienced opponents might try to drop a Ghost Ogre & Snow Rabbit on your Island, not knowing about this effect, so don't forget about it yourself and make sure you're playing correctly.