Half (or maybe one third) of everything you need to know to run a game of fantasy adventure.
When PCs do something significant, such as moving cautiously into a new chamber while exploring a haunted mansion, spending an exploration turn attempting to pick a lock, searching a room from top to bottom, travelling for a day in the wilderness, camping for a night, or even spending a week in town recovering, the referee should roll a die to see if complications arise. By default, assume that this chance is 1 in 6.
The exact nature of these complications will vary by context. While exploring a buried ruined city, a complication might represent a wandering monster. While travelling on an open road, a complication might be an assault by bandits or a meeting with a travelling peddler. Complications do not always need to involve danger.
It might be tempting to modify the 1 in 6 chance based on fictional circumstances (such as increased situational danger), and this is a reasonable approach in some cases, but keep in mind that the 1 in 6 chance tends to interact almost perfectly with the pace of game play at the table, injecting uncertainty and, potentially, danger, in a way that is engaging without being overwhelming. Instead, consider varying the severity of the potential outcomes rather than the chance of events occurring. This is a guideline rather than a rule, however, and should periodically be violated, at the whim of the referee, so that events do not become predicable.