One example which illustrates the importance of heeding the warnings of others is found in Canto 17, lines 106-111, of Dante's Inferno (by Dante Alighieri). Here, Dante (the character) reminiscences upon the tales of Daedalus and Icarus. Daedalus (the father of Icarus) warned him not to fly too close to the sun in the wings he made for himself and Icarus. Ignoring his father's warning, Icarus did fly too close to the sun, the wax on the wings melted, and Icarus, burned by the sun, fell to the earth.
The most prominent "warning" (depending upon one's interpretation) is found in Canto 3 (line 9). The sign above the entrance warns all who enter to "All hope abandon." This warning is not headed by Dante or Virgil. They know that this journey will provide them just the opposite. In this case, those who refuse to head the "advice" or warning come out better in the end.