There are a lot of different warnings. Some are easy to interpret. “Caution: high voltage” for example deters me from climbing a barbed-wire fence and grabbing hold of random cables. I know exactly how to respond to this warning. Some warnings are a little more tricky. What do I do when I see a “beware of dog” sign? Do I run? Do I tip-toe away? Is the sign here so that I don't freak out when I hear loud barking? Do I go about my normal routine, mindful of the fact that I could be eaten at any moment? The appropriate response depends on the circumstances.
Jesus warns us to watch out for false prophets. He tells us how to recognize them, but He does not tell us what to do with them. Do we stone them? Shun them? Attempt to disprove them? Try to correct them? Learn from their truth, but ignore their folly? Run? Perhaps it depends on the circumstances.