You know, this reminds me that I had a very similar situation while running some brand new players through the old Lost Mine of Phandelver starter adventure. Right at the start of the adventure, entering the Cragmaw hideout, there's a little chimney players can climb up to shortcut right into Klarg's den, where there's Klarg (a bugbear), his pet wolf, and two goblins. This is level 1.
So the players find it, but decide that most don't want to risk the climb because of armour, etc., but one decides he wants to go for it because he had high athletics (I think a barbarian) and would meet up with the party later. This would be a disaster; he would get murderized for sure. So I am dropping every hint that this is terrible idea, that he can hear multiple voices and what sounds like a large animal snarling, etc., but he is being really insistent. And this is a kid with autism that I had cajoled into trying D&D so he could make friends, but he is not big on social cues. I basically had to tell him straight up that if he went for it, his character would almost for sure die and did he want that, and he finally decided not to risk it, but was super annoyed with me for days.
The happy news is that this happened in his first game, in Grade 10, and he graduated last year. He's now at the local university, and still hangs out with and plays D&D with the group of friends he made back then.