Insecure Ids - Need explanation

This is an extract from OWASP.

Insecure Id?s ? Most web sites use some form of id, key, or index as a way to 
reference users, roles, content, objects, or functions. If an attacker can 
guess these id?s, and the supplied values are not validated to ensure the are 
authorized for the current user, the attacker can exercise the access control 
scheme freely to see what they can access. Web applications should not rely on 
the secrecy of any id?s for protection. 

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Can anyone please elaborate this part,

"If an attacker can guess these id?s, and the supplied values are not validated 
to ensure the are authorized for the current user, the attacker can exercise 
the access control scheme freely to see what they can access."

I have never used such ids, indexes or keys when I developed authentication 
systems to reference users or roles. What kind of ids or keys are we talking 
about? How can an attacker use a guessed id?

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