A cautionary tale was a story told in order to warn people about the potential danger involved in an act.
One well known cautionary tale was the story of a man who spent the night with a woman on Risa, only to awaken with a missing kidney. According to Kathryn Janeway, every cadet on his first shore leave was told of this incident. Given what the crew of USS Voyager had learned of the Vidiian phage, the story didn't seem as far-fetched as it once did. (VOY: "Fury")