[RPG] Should I warn the players when they’re about to do something stupid

I like to work like this: I give the basic information to the players. One single page of 8.5 x 11 with all the info they certainly know. I tell them everything that is outstanding. How many moons, color of the sky, name of the main constellations if they are relevant. Any info about the basic religion, main genesis myth everything relevant for the first adventure and their basic character creation. This page is info that even a farmer knows.

Then I let them create their characters and ask me all the questions they want. I keep note of my answers in a form of a Q&A by email (or my own private website for my group).

This method works for both Homebrew settings and really odd settings.

I make sure the first adventures are introductory to the tone of the setting and the campaign so they know what's going on. I once started a campaign by a paladin executing a child in public for stealing food from the Temple. I wanted the players to understand that in my setting, alignments are more complicated than they look.

My biggest piece of advice would be: Don't take all the job on your shoulders. This is obviously optional, but if you create the broad strokes for a game setting and you say something like: Elves are the dominant race in a world of floating islands, humans are haunted for their skins and orcs are invading the world from the moon with their army of jetpack wearing soldiers. That's all good. But leave it like that. When questions arise about the world, turn the question back to the players and use their answer. Build the world with them. When you know something and you're sure about your answer and how to portray the world, just do it. But in doubt, turn the question to the players. Their character will certainly know better.

Player 4 sounds like a pretty novice/young/both player. I'd try one or more of these:

1. Explaining issue - I'd try to explain the player that there is a difference between kill-everything-that-moves Diablo and your average-rpg-with-some-battles-and-story. It might be that they are not familiar with how to play a table-top RPG, which generally is more about social interaction than mindless bloodshed and endless dice throwing.

2. Solving it in-game - It is almost always possible to make someone or something not kill your player. In this particular situation, the five people could just incapacitate your player, throw him into jail and forget him. Force him into slavery. You can try to find your way around this stupid action and use it as a plot hook, while making it uncomfortable enough for the player/character that they will know they did something wrong.

3. Changing your vision - Heck, perhaps the players don't want your fancy RPG-ing stuffeyz things. Maybe they want you to throw them into a randomly generated dungeon with randomly generated encounters from the book? Their expectations might be quite different from yours.

4. Wait a couple of years - At worst, the player might just not be capable of an organized and sane gameplay due to simple stupidity or immaturity. Maybe they won't learn their lesson even if you bribe them with money to play coherently. You have to declare a line after which you will tell the player "Play like a normal person or leave". There is no point wasting anyone's time with someone who just wants to jackass around.

5. Warn and talk about it - (added after seeing the clarification in the comment) If usually she's a normal player, then hm... Yea, as others have suggested before, first of all I'd make sure she is really aware of what consequences her actions can have. Asking her if she is Really Absolutely Totally Whoever-forbid Sure at first, and if she insists, you might try going the...

6. Your character wouldn't do that - I have problems believing a raving lunatic or some war fanatic would do something like this character. If all reason fails, unless characters have some serious problems with themselves they would never do something as stupid.

But all the above advice aside, the best you can do, in my opinion, is to just talk with such players and inquire why they did that. This should give you the necessary insight to resolve the problem.