Yesterday I had a near-disaster when replacing a faulty immersion heater switch.
I connected Lin and Nin to the mains, and Lout and Nout to the immersion heater. The effect of this was that the immersion heater never went off (when the Bath switch was on). The water in the cistern boiled, the immersion heater burned out, and started leaking.
My wife cast doubts on my DIY competence, but the plumber I called did not say a word of criticism, even telling me "these new switches are very complicated".
I may say I had read the 1-page "instructions" (in tiny script) which came with the switch, but these did not mention connections. I'd also googled for "immersion heater switch wiring" without coming across anything useful.
The plumber only charged me ?75 (£63) including the new heater, so the lesson was not unduly expensive.