For non-Germans reading along, "Neger" used to be a common word, but is not anymore. Language is changing, society is changing, but as always, some will be left behind. If your grandpa says "neger" you gently correct him, if your peer says "neger", you are in bad company.
"Zigeuner" is less extreme, because awareness for the term is more recent. I was told in high school 15 years ago to avoid it, so everyone should have gotten the message by now. It shows a lack of education, mostly. Germans killed 200k+ Romani in the last century, so it not a wild claim that when our grandparents cautioned us about Zigeuner, that might have had something to do with racism.
(20 years ago I had friends who called Schokoküsse "Negerküsse", and my parents told me not to do that. I simply do not understand why people insist on calling them "Negerküsse", when they know it's hurtful to some. It's a shitty sweet targeted at children).
A more prominent example would be the word "Neger" where the media tells us it's a terrible word, insulting, racial slur etc etc, yet however, it is used by normal people in a conversation without any issues. It's funny how irrational media (and some crazies) get, ignoring all context, how something and with what intention something is said. There is always a stark contrast between that and actual real life. I, for one, like to eat my "Negerkuss".