You can never be too careful. When you receive a cheque book, you should always ensure that the cheque leaves are in place.
http://timesofindia.indiatimes.com/city/mumbai/Woman-swindled-of-Rs-25-lakh/articleshow/5262344.cms
Some couriers will deliver a courier to some other address and then claim it has been delivered to you. You should be alert and register a complaint as soon as you realise some thing is wrong.