A lot of the drama and horror of this movie centers on Room 237 at the Overlook Hotel. Danny knows that there's something wrong with the room within an hour after arriving at the hotel, and he asks Mr. Hallorann about it when he says,
"You're scared of Room 237, ain't you?"
Danny has a special power to feel evil presences in certain places, and since he knows that Hallorann has the same power, he figures that it's fair to ask the guy about it. Of course, Hallorann wants nothing to do with the most evil room this side of Room 1408:
"Nothing. There ain't nothing in Room 237, but you ain't got no business going in there anyway, so stay out! You understand, stay out!"
Hallorann's fear is understandable, since we're led to believe that room 237 has something to do with Delbert Grady's murder of his entire family… and Hallorann already knows this.
On top of that, Hallorann believes that when something evil happens, it leaves a trace of itself on the place where it happened—which certainly seems to be the case with the entire Overlook Hotel. According to this movie, evil never really disappears from a place. It leaves a sort of spiritual stain that people like Danny and Hallorann can see clearly.
But come on, Hallorann. Don't you know that telling a little kid in a horror movie "don't go in there," is a the most proof-positive way to insure that they do go in there? Use your noggin, Hal.