The 1/8" output of Eurorack modules sends a hotter (louder) signal than line level, which is used by most audio equipment. Therefore it is often necessary to attenuate, or lower the volume of the eurorack signal in order to make your connections work. Eurorack outputs are also mono and not stereo, so if you plug your headphones directly into a module it will be VERY LOUD and it will only be heard on one side. Doing so may damage your ears or your headphones so it is not recommended.
Mixers and audio interfaces usually have volume controls on their inputs, so you are able to use these to reduce the hot eurorack signal level to make it more manageable for recording, listening, and playback over a PA system.
With speakers it will depend on how they connect, and whether or not they have some sort of volume control. Computer speakers that use a stereo 1/8" connection will suffer the same unpleasant results as plugging headphones into a module.
If you must plug directly into a module, using something with volume control like a VCA or Mixer will allow you to dial in a more manageable signal level.
Using the direct outputs of modules is not ideal because unbalanced 1/8" cables are very susceptible to noise interference. For this reason Intellijel offers a variety of audio input/output modules to convert between eurorack and line level signals with high quality 1/4" outputs.