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I was practicing just now, when I noticed that my D string sounded waaaay off, like close to F (lower than the G string). I tried checking using my chromatic tuner but couldn't, since the string was loose enough that I end up scraping my G and A strings as well. I don't know how this happened since I didn't feel the string suddenly go loose.
Anyway, I keep trying to tighten using my D peg but it doesn't feel like it's getting tighter at all. I feels like the string on the tailpiece end goes along with the tightening. I'm afraid of trying to tighten it even further. This is my first string instrument and I'm afraid the string will snap and smack me on the face.
My tailpiece has finetuners for all strings if it's relevant.
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Nevermind, I manned up.
Now I had an unexpected "how violin strings are attached" lesson tonight. 
Still, can a string smack me in the face if it breaks?
Because of my unexpected lesson, I have another question: wouldn't old violins be terrible? I can now see that pegs can eventually become very loose overtime.
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A couple things could have happened, but more then likely you have a broken string. There's a wrapped portion of your string that is a leader. That portion is pushed through the hole in the peg. If your string breaks there, you probably will not see the break as it could still be wrapped a few times around the peg. The other thing could be that the string pulled out from the peg. The peg could also be slipping. First, make sure when you tighten the peg, it isn't slipping back. If that is not the problem, then you are going to have to unwind the string from the peg and inspect it.
When you get the string off, if the string is damaged/broken, you'll have to purchase a new one. They are not that expensive at all. If you find nothing wrong with it, carefully straighten out the leader portions of the string so you have a relatively straight end. Rotate the peg so you can see the hole inside the peg box. You can even pull the peg out slightly to get at the hole, but dont cross your strings. You should be able to push the string through the peg hole an inch or more.
After you get the string through the peg hole, slide your peg in until it starts to seat and rotate it so the string winds around the right side of the hole 1 to 2 rotations
(keeping tension on the string the whole time). Then, wind the string back over the first wraps you just did back to the left side. This will lock in your string so it wont slide out the peg hole. Keep turnning the peg and keep the string close together with no gaps between wraps. Remember to keep a little tension so your string wraps tight and evenly.
As your string tightens, start to pluck it for tone. When you are close, but not over, lock in your peg and then tune it normally. If you over tighten it, you could break your string.
If someone else has another way, please post. This is how I do mine.
"I find your lack of Fiddle, disturbing" - Darth Vader
Your solution is ok, Ty, as long as there's enough end to get through the hole and twist a couple time's.
@ Puck, if the string snap's at the peg end, yes I can snap back a hit you in the face. If it snap's at the bridge end, it won't snap back.
I snapped a E string last week, it flew past my face and got lost in the carpet, I just found it yesterday, the sun was reflecting off it.
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always a good idea to wear a faceshield whilst playing vigorously. I am lucky, I have had strings pop at the peg end and not had any recoil. I imagine if conditions are right, the recoil of an e string might take off a bit of nose!
Always loosen the peg before tightening it, always tune up to the note and not past then back down to it. Always inspect strings for stress and wear. If you play everyday and can afford it, replace them strings every 6 months.
-Advice not available in all states, void where prohibited, some opinions may vary, no returns without receipt.- Pfish.
"Please play some wrong notes, so that we know that you are human" - said to Jascha Heifetz.
Wouldn't he look sweet playing in a concert wearing a face mask / shield. 
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Okay, you guys convinced me. I also looked up instances of string injuries, and there are people who got hit in the eye and got blinded. I think I'll go wear glasses just for protection. I'm kind of obsessive with keeping my eyesight since a lot of what I do relies on having eyesight and 2 hands.
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I really don't want people to get scared for nothing. I don't want to guarantee that this will never happen but in my close to 40 years of playing, I've never even got hurt from a string breaking and I don't know of anyone out of many hundreds of players who has. Not saying it can't happen but we can get struck by lightening too right?
"The richest person is not the one who has the most,
but the one who needs the least."
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When I was in the Navy I remember specifically the warnings about being near or God forbid stradling a line under tension. The movie Men of Honor depicts what can happen should the line snap. Its being in the way of the recoil thats the problem. Since your face is well behind the line and all the recoil energy is consumed before it could reach you, I can see how near impossible it would be to be hurt.
But, installed improperly I can see how that little steel ball end could ricochet and hit you, but then it would have to be installed improperly.
In my ramblings I wonder if I should put a cork on the end of my bow to avoid injuring any nearby players.
"Please play some wrong notes, so that we know that you are human" - said to Jascha Heifetz.
LOL! I've got a scratch on my cheek once, when A suddenly broke. It was tiny-tiny! I think it's quite rare for string to fly so hight to be able to damage an eye. Or one have to rest ones ear on the chin-rest instead of the jaw
But if You will feel yourself more secure wearing glasses, Puck - then why not? 
Honorary advisor
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@puck: I had a similar experience a while back. I was interrupted in my playing by my cat attempting to use my camera as a toy and had to hastily put the violin down on the bed to save the poor thing. When I picked my violin up to continue where I left off, the D and A strings had both dropped at least a half-octave each for no apparent reason. I was dumb-founded, and ended up having to retune the whole thing before it was back to normal. The A even refused to stay tightened until I pushed the peg in quite vigorously before turning. Then I read in another topic on here that pegs can come loose if the air too dry, so that was probably the reason. I should get a room humidifier; winter is here and the air indoors will only get drier as the thermometer creeps downwards...
As an emergency solution, I built a case humidifier out of a film can with holes in the lid and some oasis (that green fluff that flower sellers use to keep flowers happy while you take them home). Taped it into a corner of the case, and so far the pegs have stayed in place!
~ Once you've ruled out the impossible, whatever remains, however improbable, must be true. ~
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Peg dope might work for this. Peg drops are actually made for slipping pegs and peg dope for sticky ones but if you use the dope it will lubricate enough that you won't have to push vigorously. Also, will keep the peg holes from being too dry.
"The richest person is not the one who has the most,
but the one who needs the least."
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