They can cause heavy injuries to your residents or kill them.Also surrounding camps and bandits can become dangerous.
Select a suitable place for your first settlement and procure building materials from mother nature or by trading to create a new home country for your residents. If your population type experiences a shortage of food and the preferential food is not available, you can nourish them with an alternative food source - however, this will affect the mood of your residents in a negative way. Unhappy residents commit raids and other criminal offenses or simply leave the town.