You may not have thought about it much. The door locks and it seems pretty secure, and you feel like you live in a safe neighborhood. Maybe you're thinking about it now because there's been some break-ins in your area, or maybe you're just curious. You might have a decent lock setup, but if it's not something you've really thought about or put much work into, yours could probably use some work. It's certainly worth some investigation.
One of the things you can do to check on the security of your door is find out exactly what make and model your lock is. Some of them are easier to distinguish than others. If you can't figure it out, you can actually take a picture and get it to your local locksmith, who should be able to tell you what kind it is. They work with all kinds of locks, so they are likely to know. (Your key may also be necessary to sort this out; the type of key you have can tell someone a lot about your lock.)
If you've changed the locks in the house yourself, you might have some information on them laying around in a junk drawer somewhere. Once you have that information, you can look up some reviews for that lock type. There's even some people who make videos of how quickly they can break into locks—they might have checked on yours.
You may also be able to ask your locksmith. Among the many services they offer, some will do demonstrations on how locks can get broken into. Your locksmith can also point you in the direction of an upgrade, based on what your needs are.
For example, maybe you moved into a place and your home has mostly knobs and locks that are generic versions of a name brand. Your locksmith may simply suggest you get the hardier name-brand replacement. In many cases, the generic versions are cheaper because they use cheaper materials, and therefore are a little more vulnerable. On the other hand, perhaps your door locks are fine, but because your door width isn't standard, you're more vulnerable to having it kicked in, and the locksmith can point you to securing your door from that type of entry. Another possibility is that your door lock is okay, but you lack the deadbolt that would make your door more secure.
In most cases, you would only need to take a few steps to make your home a little bit more secure.