Normally I say, "Are you sure?" and that's usually enough for the player concerned to ask me exactly why I think his action is stupid. Most of the time, it really is just plain stupid and everyone agrees with me. Sometimes, the player goes through with it anyway, for various reasons. Sometimes, there are unexpected effects that only the person involved saw and it turned out to be an unusual, but justifiable, move.
In any case, I think clarifying the possible consequences before most actions is important when the PC involved is quite likely to have certain expectations based on in-game "stock" character information.
Like that it normally isn't a good idea to hold off lava with flesh, especially if it's your own.
In any case, I think clarifying the possible consequences before most actions is important when the PC involved is quite likely to have certain expectations based on in-game "stock" character information.
Like that it normally isn't a good idea to hold off lava with flesh, especially if it's your own.