Throwing caution to the wind

throw caution to the wind, can someone please tell me what this means?

It means to do something even though there are risks involved.

THROW CAUTION (MODESTY) TO THE WINDS - Decide on a bold (or brazen) course. The image of the wind or winds as a means of dispersal is old enough to appear in John Milton's 'Paradise Lost' : 'Fear of Death delivered to the winds.'" From The Dictionary of Cliches by James Rogers (Ballantine Books, New York, 1985).