Assuming it were possible to phase through matter/teleport, is it possible within the laws of physics/chemistry to end up stuck/fused to solid materials? Obviously we lack the real world ability to test this out, but are the distances between molecules in materials like plastic, wood and metal great enough that the molecules of the human body could mesh within them?
If we assume that teleporting or walking around "phase shifted" or whatever technobabble word is applied this week to the idea of having two items occupying the same space at the same time is "real" (I love these kinds of questions)...
And suddenly you're back in the real world where a wall also exists...
Suddenly you have a whole bunch of atoms occuping the same physical space that don't want to occupy the same physical space.
Possibility #1 Instantaeous fusion with what I'm going to guess is a kiloton capacity. Boom. Really big boom. The guy walking next to you is a shadow on the pavement boom. Boom.
Possibility #2 Chemical realignment. there's more mass than should be there, so there will be an expansion into space (not necessarily boom, at least not yet...), but let's assume it's not catastrophic. Suddenly the chemicals of the body are realigning with the chemicals of the wall. I'm not sure what you'd get. It might burp.
Possibility #3 I consider this the least likely possibility. Rejection. The matrix of the wall was there first and as you "phase" back into "reality" the chemistry/physics shunts all the mass someplace else. Some of you going forward, some backward, maybe some upward. It's another kind of explosion, but much more sticky. Think firecracker inside a tomato sticky.
If we handwave away the fact that we've got some non-scientific teleporter, we have to start considering the physics right after the teleport occurs, which is where the known laws of physics should resume in their entirety. All objects consist of almost entirely empty space. There's a few nuclii here, and electrons wizzing around, but calling an object 99% empty space is a very conservative estimate. For a specific example, a hydrogen atom is 99.9999999999996% empty space. That's very empty.
That doesn't mean that objects can just pass through eachother, of course. There is always a fine balance between the electrostatic forces between electrons and other forces. The closer two objects get, the more electrostatic force there is between them. This occurs on astronomically small distances (picometers, for instance), so we typically think of it as instantaneous. But for these purposes we'll have to pay attention, because our teleporter will push the atoms too close.
The pattern of "your body intermixed with some steel/plastic/etc molecules" is a highly energetic one. You are almost 100% guaranteed to have the majority of atoms be closer than their equilibrium state. They will try to push away from each other with great ferocity. Consider that, even if you are holding up the weight of a car, you still can't push the atoms of the soles of your feet into the pavement. You can push the pavement away if the object is heavy enough and your feet are small enough, but you can't push your atoms into the pavement because that would create a structure which wants to push outwards too greatly.
Your teleporter just pushed the atoms through eachother. It did the thing which the force of a car pushing down on you (or even a tank or a plane pushing down on you) could not do. Thus you can expect that the result will be more forceful than that of a plane crashing on top of you. That will be an outward force, trying to expand until the electrostatic forces are in balance again. It will look and feel very much like an explosion.
Now what is assumed here is that the teleporter does nothing but mix the atoms. If the teleporter does not want the teleportee to go splat in a glorious fashion, it may do something else. It may adjust the layout of the atoms in the destination space to push them all away before teleporting new atoms in. Such adaptations are beyond scope, because they are intimately tied to your particular teleporter, and that teleporter is admittedly operating beyond the rules of physics.
Most of matter is empty space so in theory you could mesh the atoms together but what would happen is the atoms would then push against each other as if they were compressed which in essence they would be.
The end result would be a very messy explosion.
It's not as outside the realm of reality as you might think. Nikola Tesla gave the world not just AC, but the idea of vibration as the means to harness energy otherwise unavailable to us (sounds kinda like magic). His experiments with resonance are historic, but of note are devices he built to find the natural harmonics within objects and amplify that specific frequency.
There was a naval experiment undertaken with results that have been hidden from the general public, but there are accounts of the sailors on board telling about the experience. They described a device such as Tesla's built on a ship, and taken out to sea. When they activated the device, it found the natural resonant frequency of the ship and began to turn the normally solid aluminum metal that the ship was constructed out of into a liquid without significantly raising the temperature. The result was that the sailors on-board did exactly what OP was asking, they fell through walls and floors when normally solid metal was turned to liquid (probably more like molten glass or honey, very thick). The device was only on for a brief time before the experiment was called off, and when that happened, the sailors were trapped in the floors and walls. Pretty sure some died, which would help explain the secrecy around it.
So I would firmly say yes, if teleportation technology or magic existed and used incorrectly, the threat of merging with solid matter would be quite real.
My first thought was that the saying that we're "99.999% empty space" would easily solve this problem. The atoms would just push each other around a bit, and the parts that intersected the wall would get denser, create new alloys. Or possibly explode.
But really what does "being out of phase" mean?
From a higher dimension of reality point of view, it could mean that the individual has moved into a higher dimension that doesn't intersect with normal baryonic matter.
It's a stretch, but there is actually a little bit to support this idea in the real world in the shape of sterile neutrinos and dark matter.
Evidence points to both of these things existing (or possibly being the same thing?), and they do interact with our reality through gravity, but not in other ways. We don't really know why dark matter can't be detected through any normal means, and so into this uncertainty comes a possibility for worldbuilding.
M-theory suggests that there are lots of other dimensions that are alongside our frame of reference, but that we can't interact with. It is a possibility that instead of being some new, unknowable particle (that would really mess with the standard model), dark matter is instead a "normal" form of matter that is just "out of phase" in a dimension of reality that we can't interact with, except for gravity.
Dark matter isn't very dense, locally being on the order of 10^-21 kg/m^3, so you wouldn't have to worry much about bumping into it.
So how does this answer the question? Well, if you could phase into a different dimension that doesn't contain walls (or air, or floors... which is a problem), then maybe when you phase back any air (or walls) would be exchanged with your mass, so if you were to phase back inside of something solid you would just replace those atoms, and be perfectly encased in the wall, but not dead/explody.
Teleporting could work in a similar way, with a you shaped chunk of space being replaced with you. If that chunk of space contained just air then no problems. If it contained a wall then whoever is manning the transporter controls is going to get annoyed about having to clean drywall dust off his pad again.