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In Chapter Fifteen of Philosopher's Stone, when everyone gets caught out of bed on the night Norbert was given to Charlie's friends, Professor McGonagall says the following in her rebuke:

"Four students out of bed in one night! I've never heard of such a thing before! You, Miss Granger, I thought you had more sense. As for you, Mr. Potter, I thought Gryffindor meant more to you than this. All three of you will receive detentions — yes, you too, Mr. Longbottom, nothing gives you the right to walk around school at night, especially these days, it's very dangerous — and fifty points will be taken from Gryffindor."

I am particularly interested in the phrase "especially these days, it's very dangerous". I am wondering why McGonagall considered "these days" to be particularly dangerous. These days were quite possibly the least dangerous in the entire series. Consider that the next year there was a giant monster on the loose attacking students; the year after that there was an escaped mass-murderer (supposedly) coming after one of the students, and he even breached the castle's defenses on multiple occasions; the year after that there were odd happenings throughout the year, culminating in the return of the most feared Dark Wizard; over the next three years the aforementioned Dark Wizard was steadily gaining power and killing people indiscriminately.

By contrast, in Philosopher's Stone it was a full ten years since the Dark Wizard had been heard from, there were no strange occurrences, there were no indiscriminate deaths, and there were no giant monsters or escaped murderers on the loose. The only thing that was potentially amiss was that an attempt had been made to steal the philosopher's stone a few months earlier.

Of course, McGonagall wouldn't have known at that point that the upcoming years would be so much worse, but even compared to previous years it doesn't seem like there was anything particularly dangerous about the times in Philosopher's Stone.

So why exactly did McGonagall think that these were such dangerous times? And she apparently expected the students (and the readers) to understand this, so we would expect there to be something obviously dangerous already introduced at that point in the story. (I.e. the answer should not really be that she was privy to some secret information from Dumbledore regarding suspicions about Voldemort, or the like.)

Notice she doesn't say it's dangerous to roam the dormitories at night, she says it's dangerous to walk around school at night. Admittedly this can mean walking inside the school, but it could be that upon using the phrasing, she added "these days" upon thinking of an accident we know happened, well, around the school.

When Harry, Neville, etc go on detention in the Forbidden Forest for that escapade, Hagrid states:

“That’s unicorn blood. There’s a unicorn in there bin hurt badly by summat. This is the second time in a week. I found one dead last Wednesday. We’re gonna try an’ find the poor thing. We might have ter put it out of its misery.”

_{^{Harry Potter and the Philosopher's Stone, chapter 15, "The Forbidden Forest"}}

As discussed in chat, the timeline is a bit unclear: after they get caught, we have "the next day" and then "Then, about a week before the exams were due to start" and then "The following morning"; the detention happens on that night. So there were at least two days between the incident and the detention, and possibly a bunch more, depending on what that middle quote means. ¹

If we admit the timeline went the following way:

1. Wednesday - first unicorn is killed


2. Saturday - Norbert is given to Charlie's friends


3. not long after, in the following week - Forbidden Forest detention

Then Hagrid could have told the other staff about the dead unicorn, which could have made Dumbledore think something iffy was going on, thus advising the teachers to stay on guard, leading to McGonagall's comment.

Admittedly neither the students nor the readers knew for certain about this, but:

• the trio being friends with Hagrid is no secret and McGonagall could have thought Hagrid told them too;


• the readers don't know anything yet, but are given the "unicorn" hint a bit later in the same book. That is to say, not just "they were both part of the Order and knew Voldemort would return, as they explain in book 5/6/7 blahblahblah". (although obviously the HP books have lots of foreshadowing)
  

Thought experiment: if dogs/cats were reported dead around a Muggle school, I'd expect the teachers to drop a line to the students about being extra careful. It might just be a coincidence, but it might also be a weirdo aiming at "weak" targets. Children may qualify.

¹_{Yes, I am using the OP's messages to answer their own question, and I'm not even ashamed.}

"These days" may be some of the safest compared to later books, but Hogwarts is still more dangerous recently than McGonagall would likely prefer.

Jenayah mentioned the unicorn deaths, but we also know of:

• The Philosopher's Stone itself, removed from Gringotts just before someone successfully broke in to steal it. Running into a potential thief or the stone's protections would be incredibly dangerous for students.


• The troll that mysteriously found its way into the castle on Halloween


• Harry's cursed broomstick

Additionally, it's very possible that McGongall would be privy to Dumbledore and Snape's particular suspicions regarding Quirrell and Voldemort. Months ago Harry overhears a conversation between Quirrell and Snape

"I saw you and Snape in the forest--" he blurted out.

"Yes," said Quirrell idly, walking around the mirror to look at the back. "He was
on to me by that time, trying to find out how far I'd got. He
suspected me all along. Tried to frighten me--as though he could, when
I had Lord Voldemort on my side. . . ."

(Harry Potter and the Sorcerer's Stone, chapter 17, "The Man with Two Faces")

Having a teacher on staff who is plotting crime is hopefully not standard operating procedure for Hogwarts (pre-Harry), and students alone out of bed would be particularly vulnerable to a rogue teacher, especially if he thought they had witnessed something incriminating.

McGonagall knew about the threat to the Stone.

I think it's rash to rule out the Gringotts break-in as a possible cause of McGonagall's consternation. This event had caused a widespread outbreak of panic throughout the wizarding community.

“Did you hear about Gringotts? It’s been all over the Daily Prophet, but I don’t suppose you get that with the Muggles — someone tried to rob a high security vault.”

Harry stared.

“Really? What happened to them?”

“Nothing, that’s why it’s such big news. They haven’t been caught. My Dad says it must’ve been a powerful Dark wizard to get round Gringotts, but they don’t think they took anything, that’s what’s odd. ’Course, everyone gets scared when something like this happens in case You-Know-Who’s behind it.”
_{(Philosopher's Stone, Chapter 6, The Journey from Platform Nine and Three-Quarters).}

The Gringotts break-in was worrying because it was so rare and because it was such a mystery. Gringotts is considered near-enough impregnable.

“Why would you be mad to try and rob Gringotts?” Harry asked.

“Spells - enchantments,” said Hagrid, unfolding his newspaper as he spoke. “They say there’s dragons guardin’ the high-security vaults. And then yeh gotta find yer way - Gringotts is hundreds of miles under London, see. Deep under the Underground. Yeh’d die of hunger tryin’ ter get out, even if yeh did manage ter get yer hands on summat.”
_{(Philosopher's Stone, Chapter 5, Diagon Alley).}

So not only was such a break-in considered to be impossible but the assailant escaped without stealing anything. That provoked more worry than if the thief had been caught. People knew that there was a mystery assailant out there who was capable of breaking into Gringotts undetected. This was enough to make anyone concerned.

McGonagall knows this. She, unlike the public at large, also knows that the break-in was an attempt to steal the Philosopher's Stone. She additionally knows that whoever tried to steal the Stone knew it was at Hogwarts and had made a further attempt to claim it. The troll attack at Halloween was concerning not only because it nearly resulted in the deaths of three students but because it was a pretty brazen and undisguised diversion for an attempt on the Stone. Dumbledore and Snape saw straight through it.

"Unfortunately, while everyone else was running around looking for [the troll], Snape, who already suspected me, went straight to the third floor to head me off..."
_{(Philosopher's Stone, Chapter 17, The Man With Two Faces).}

McGonagall's no fool - she would've done too. It's unclear to what extent Dumbledore and Snape let McGonagall in on their suspicions around Quirrell. Either way, the troll attack demonstrated that the person behind the attempts on the Stone had access to Hogwarts (and so was likely a student or, more likely, a member of staff) and was utterly reckless.

So McGonagall knows that Hogwarts is at risk from someone who is prepared to risk the lives of students in order to try and secure the Stone. The attack on Harry's broomstick confirms this suspicion. She may have additionally known about the slayings of the unicorns and the creepy figure in the Forest. She may not have done. Whether she knew about the goings-on in the Forest or not there were plenty of perilous incidents at Hogwarts that year. All of them suggested a dangerous adversary. Ron's quote demonstrates that the Gringotts break-in alone made people in the wizarding world suspect the involvement of You-Know-Who. McGonagall has considerably greater insight into the situation than the general public. Someone talented, villainous and desperate was at large in the castle. This means that untrained kids wandering around in the dark isn't a great idea.