How can I start an introduction on this: Victor warns Walton that it is dangerous to gain knowledge. Why does he believe this? Do you think Walton should take Victor's advice?
Victor is applying his own experience to Walton's situation. The two situations are not really the same, but Victor's advice serves to show how he has changed as a result of his experiences with the monster.
Victor sought knowledge when he created and gave life to a person. He never expected that this knowledge would grow to horrify him. The monster ends up being beyond his control. He kills people, he threatens Victor, and eventually even kills Victor's wife. It's no wonder that Victor, in his regret, would counsel others not to pursue knowledge like he did.
I would not, as Walton, follow this advice. He is an explorer. The two situations are not analogous. Although Walton might lose his life, he will not be creating an uncontrollable "monster" like Victor did.
I would start an introduction by saying something about the desire to obtain new knowledge, and how it can lead to unforeseen consequences. It requires a willingness to take risk.