The "Be Careful" Speech

"Neal: Hey, keep your eye on the prize, okay? This is serious. Stanzler doesn't mess around. And remember, backup is ten seconds away, so-- Peter: You don't give me the "be careful" speech. I invented the "be careful" speech."

Our hero is about to go into a dangerous situation. Cue the hero's best friend/mentor/lover/commanding officer/etc., reminding the hero just how dangerous it's going to be.

Live Action TV

 * The Trope Namer is the White Collar episode "Power Play". Neal and Peter have to switch identities, meaning Peter is the one who has to pull off a heist while working undercover for the Villain of the Week.
 * The Trope Codifier might be Sergeant Phil Esterhaus' eternal "Let's be careful out there", from Hill Street Blues.
 * The Doctor gives his companions (and just about everyone else he meets) this speech all the time. The companions also frequently feel the need to give the Doctor the same speech. It usually doesn't help much.