In order for players to be able to accurately assess danger, they must be able to gather intelligence. The presence or absence of players intelligence gathering activities should directly inform their chances at success, not through any mechanistic way, but through providing for planning and strategy.
The trick here is that the GM must be willing to release many of the ideas of the traditional adventure. A good party, with good intel, will perform ambushes, try to sneak past or distract danger, and otherwise confound the plots of the enemies. This can be incredibly frustrating to a GM who just spent 5 hours creating an elaborate series of encounters.
In many ways, the way to accurately telegraph danger is to provide the ability to accurately gather intelligence and to demonstrate that it's possible with NPCs.
Intelligence is comprised of trying to assess two factors: capability and intent. Capability is the form of "they are able to field 3 armies, trained to such and such specifications." In a fantasy game, it would be "This monster as a petrification attack that has destroyed X and Y notable heroes"
Intent is less relevant to assessing danger beyond the obvious "will they attack us?"
One interesting document is here (google cache) looking at the US Army's Humint practices.
Beyond humint, and in order to have an accurate idea of the threat of a monster, players must be given sufficient information to reconstruct recent battles between the threat and opposition. With sufficient tracking, they'll be able to create a hierarchy of threats that, eventually, will correlate with something that they fought.
Players are investigating a complex swamp, before entering into the temple. They've fought the Swamp Goblins on the outskirts and defeated a large group easily, having a little bit of trouble with the swamp goblin shaman.
Investigating suggests that a huge python has been preying on the swamp goblins and that, from the actions of the sentry, they never heard it approach. (This suggests danger by showing that the python one-hit-killed a goblin and the means by which it did so.)
Another battlefield shows that the shaman easily dispatched a group of swamp bugs.
A third area shows that the shaman physically kneeled (and maybe trembled in fear) before a pair of large scaly feet, monster type unknown.)
And so on and so forth. By having players able to look at the history of an area through tracking or word of mouth, they'll be able to discover the correlation of forces and create a threat hierarchy.