I was wondering, what people would actually do in that situation. Its somewhat expectable thing in some horror games, but i dont think i have seen the concept explored in this light.

Lets say you get an emergency message to your phone, the one they use to inform people of things like toxic chemical spills, accidents and everything. The message informs you to stay indoors and expressively says that you should not look outside no matter what, but does not clarify further why. And the message is repeated enough times that its clear its not joke/hoax/error.

What would you do?