Relatively new DM here. Question to more experienced DMs out there - How do you impress upon the players a sense of urgency or danger, particularly when encountering a clearly dangerous individual or entering a dangerous place? I consider my descriptive skills even on the spot to be fairly good, but one or two of my players like to constantly make very extreme decisions in the face of complicated or trying situations and justify it by saying "This is how my character would act!"
I don't want to interfere with them too much, but by the same token I feel everyone would have more fun if they were more receptive to catching a hint, or perhaps the problem is that I'm not communicating the seriousness of their situations clearly enough?
Lend me the wisdom of the ages 
Communicate with the players directly to explain urgency or danger in addition to providing description from their characters' perspective.
"The black dragon - two dozen feet long with scales dark as night and teeth as long as swords - slips out of the gloom with not a single sound, its presence presaged only by the caustic stench of a lake of bile. 'Who dares to trespass upon the lair of Shmmorturorma?'" [Makes an aside to the players.] "Your characters, standing in the shadow of this preternatural beast, truly know fear and with that fear comes the certainty that they are overmatched, should it decide to unleash its rage upon them. So how do they respond to Shmmorturorma's query?"
The short version is that you have to be very clear and you have to have real consequences.
The longer version...
Clarity: Player's have such a different viewpoint of what is going on from the GM that it is important to be really clear and relatively straightforward - and they will still muddle things up even then, it's just the nature of the game. (See the Tale of Eric and the Dread Gazebo). So in your example, if the party runs into an extremely dangerous enemy it is perfectly acceptable to say something along the lines of "Your combat experience tells you that you are no match for this guy - he is extremely deadly" or "The sense of dread and danger that this place gives you is incredibly heavy. You doubt that you will make it out of here alive." Of course you want to set the scene through description of input to the five senses, but even the best GMs can find it challenging sometimes. It's OK to nudge them in the right direction by describing their emotional reactions or their sixth sense. Especially when it comes to horror/danger - those tend to be the hardest emotions to communicate to a group of people sitting around a table rolling dice, making jokes and eating Cheetos.
Consequences: There is no real danger without consequences, so if you want your group to feel in-game danger they have to be fully aware of in-game consequences. That doesn't mean you have to kill their characters - you can be creative when applying consequences.
It's hard to guess from a short description in a forum post, but in general - if your players aren't seeing the seriousness of their situations clearly enough, then they aren't really taking the consequences of failure seriously - either because they aren't aware of them or because they haven't seen them in practice from you. In encounters, make certain that the consequences are clear up front and then follow through with them. It's kind of like raising children in the sense that the players need to know that you mean what you say the first time, or they won't take it seriously. This can vary significantly based on the danger so it is a bit hard to give an example. One might be that the players know they will be facing a bad guy who likes to turn his opponents to stone. The first time they encounter the party, don't hold back - any mistakes or extreme decisions made will result in a PC getting turned to stone.
I set this up early in my games through two methods: the first is that I explain to them that the games I run can be dangerous, characters can die and there will be tough consequences to mistakes. The second is that I have an early encounter with a foe that is clearly too powerful for them so that they know the world isn't automatically scaled to their level where they can fight everything in relative safety. Both of those help set a tone of danger and excitement that creates a good foundation for future encounters. This could be done mid-campaign as well, but it's a good idea to have a conversation with the players. "I don't think our adventures have had enough sense of danger, so I am going to be ramping up the difficulty and the consequences for your actions". Something like that.
The bottom line is that stronger consequences will result in them taking situations more seriously and slowing down to look for hints and clues to help them, instead of taking a straightforward approach.
I'll first say that some players just never take a hint, and don't do what any reasonable person would do.
Example: Actually happened in my game.
The party approached a city, there was a line of people entering the city and had to pay a pittance tax to get in and be read the rules. There's the guard sitting by the door, a couple of others behind him with polearms and chatting, and some guards on the parapet with crossbows.
A player's semi-low level fighter (not more than 3rd or 4the level) was next in line and here's how it went to the best of my recollection:
Player: "I punch the guard in the face"
Me (DM): "You what?"
Player: "I punch the guard in the face"
Me: "Uhh.. are you sure you really want to do that?"
Player: "Yeah, I want to punch the guard in the face"
The rest of the players: "What are you doing?" "No, you're not!" "What the heck?!" "That's a really dumb idea"
Me: "You can back out now. You really want to do this?"
Player: "Yeah, I punch him in the face"
Me: "Okay.... You hit him in the face. He's right there, you're surprising him, you're very close no need to roll and he falls off his chair. The two guards with the polearms snap their weapons into a ready position, six crossbowmen train their crossbows on you, and the guard you punched gets up and draws his sword and says "You are under arrest, yield or die."
After the rest of the party told him he's on his own, he got thrown in jail at which point the player left the table upset and in a huff. I really don't know what he was expecting would happen.
Second Example: Also happened
A player's semi-low spell caster was investigating an alley alone when she gets ambushed by four rogues from one side and archers on the other. The party had encountered these rogues before and are well aware how dangerous even just one of them are, and this would be a tough fight for the whole party:
Me: "Give us your money and we'll let you walk out of here."
The logical choice would have been to hand over the money, but instead...
Player: "Bite me"
Needless to say, after initiative, and two of the rogues got to go first, she was knocked unconscious (dropped to 0 hit points subdual) before she even got to act. Instead of taking just her money, they took everything except the clothes on her back. It wasn't how I planned the encounter to go, but it still served its purpose as motivating the players to track these guys down.
Anyway, if you want to impress upon the players that a situation is dangerous, make it clear and in no uncertain terms what they face. If there's a BBEG, you could have him squish a lower minion in some spectacular way demonstrating his power.
If they don't take the hint, make sure the unwise course of action is really what they want to do, and then be fine with lettng the player be the instrument of their own destruction.
Actual example from one of my games:
I had a player running one of those fighters who liked to charge into danger recklessly and then hope the rest of the party bailed him out, in the name of "my character is foolhardy and this is how he would act". It got old to the rest of the group really fast. I tried to explain to him that there was a difference between foolhardy and suicidal, and that his actions could easily result in his death at this rate. It didn't sink in (and later he explained that in his last campaign characters never got killed). Soon thereafter, he bit off more than he could chew and charged into a situation where he was killed RAW without fudging. I decided to fudge that he was rescued, but lost an arm - his good one.
He was upset at first, but was glad that his character wasn't killed. He had to finish the rest of that adventure with one arm, then getting it regenerated turned into a story hook for the next adventure. In the end he like it so much that he decided to stay with his stub and he quickly became proficient with his other arm. Was very Game of Thrones-y, for those of you who know what I mean (no spoilers!).
The best part was that his character was still foolhardy, but no longer to the point of stupidity. He created a roleplaying quirk for himself that his "arm-stub would start throbbing" whenever he was in danger of taking a potentially suicidal action. Was great stuff! A few levels later he got a 'ghost arm" that gave him a lot of opportunties to do cool things with it.
As far as urgency goes, putting things in a context the players can understand and appreciate is also key. Combine this with things from their characters' perspectives as I mentioned above.
"The Queen of the Fey Folk implores you to rescue Princess Lilac before the double lunar eclipse or else she will be lost and The Lizard King will transform into a shadow dragon." [Aside to the players.] "This eclipse happens in three days of game time, so plan accordingly especially when it comes to overland travel and long rests."
"The dungeon teems with monsters drawn by the fell energies of the Cleft Crystal of Dethatunglr. Restlessly they scour the halls to find it so that they might collect on its twisted promises." [Aside to the players.] "This part of the dungeon is heavily populated, so I'm checking for random encounters every 10 minutes of game time. On a roll of 18-20, something will happen. Keep that in mind when determining your pace and how much time you want to commit to tasks and rests."
I agree with what others have said.
I think that WoTC kept level 1 PCs quite vulnerable specifically to impress upon the players how dangerous adventuring is. If PCs get knocked down a few times early in their adventuring careers, players learn that life is fragile. Sure, as they get past 2nd level it seems a little more survivable, but with a few tough encounters and some bad dice rolling, even the higher level PCs can go down.
So, don't be afraid to knock them down.
My most important piece of advice that I myself try to use is to vary encounter types and difficulty so that players experience extremes at times. Like a good story or play (Shakespeare is a master at this), there should be tension and relief, tension and relief. Sometimes the relief comes from an easy conflict or problem to solve, sometimes it comes from interacting with NPCs or even monsters rather than fighting, sometimes it comes from humor or just a boon that helps the PCs in some way. Juxtaposing extremes is a key element for raising tension. Tension and gravitas go hand-in-hand.
As for urgency, lots of methods to hint that "time is of the essence," a lot of it is also story driven.
Examples:
PCs might have to beat another party to a location or find something before others do.
PCs might get information from NPC or monsters that tell them some evil plan is in the works, nearly completed.
PCs. might feel changes in the environment that suggest bad things will happen soon (temperature gets hotter or colder as time goes by, ground rumbles and gets more violent as time goes by, water level in are gets higher and higher or smoke begins to fill an area, distant noises get louder, horrible terror or dangrous horde gives chase, etc.)
I hope some of this helps.
Cheers.
Thank you for the responses . I'll try on a few of the things mentioned and see how they jam with the party
how do you impress on a player the serious level of danger ... easy kill off a character or two