Danger was a lack of safety, or the risk of something negative happening when taking a chance. This was a common occurrence in missions to space. Captain Jean-Luc Picard of the USS Enterprise-D experienced this a lot in his missions.
Spock once said, "insufficient facts always invite danger." (TOS: "Space Seed")
An automated warning stating "Danger, space doors are closed," was broadcast within Spacedock One when a starship approached the space doors while they were closed. (Star Trek III: The Search for Spock)