You have a sixth sense that warns you of danger. Depending on your success in the roll, you receive anything from a 'sense of foreboding' to 'an indication of direction, distance, OR nature' (not necessarily all three, or even two of the three.) The information received from the Danger Sense merit is usually a little more useful than that received from the similar Auspex power in that it isn't hazy premonitions which usually don't make sense until after the fact.
When you are in danger, the ST usually makes a secret roll of your perception + alertness using a difficulty based on the danger remoteness. Since this is a player-driven mush, staff is not always available to make this roll (but can be asked to, or appealed to if there is a problem). As such, the player with the merit rolls the dice against the difficulty assigned by either the danger representative or another party familiar with the situation.