D&D 5E How do players know they are in the "wrong" location in a sandbox campaign?

[neq.the.glockenspiel]

I think you answered your own question already: Just make sure they are aware of the risks and let them choose what they want. It's fair as long as they know what kind of danger they are getting themselves into.

Yes, this. Try roleplaying their characters for them a bit... "you remember from your childhood / monk academy / old books that these creatures are merciless killers... what do you do?"


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[ArchfiendBobbie]

....One low-level PC to another: "Yes, that's a roc flying overhead. Yes, that's an elephant in its talons. No, don't shoot it!"
Lanefan ....
Yet time and again I have dming and seen the following. Jasper, " I shoot my long bow at the roc! Nat 20!" If I was dming playing TRUE SANDBOX, then Lanefan would kneecap Jasper and run for the hills and let Jasper get ate!.

My favorite solution.

"Congrats, you hit! The roc dropped its meal! Roll Dexterity to dodge the elephant."