The quote could mean that the losers never write the history, you always see the winner write history. Most of the wars and history we learn is written by the winners, and often see the "losers" as the bad guys (most likely try) but either way. If the losers wrote the history, we may see the US and the allies in the bad light if it was written by Germany during WW2.
No dangers I think unless you are traveling alone in deserts. The Silk road streches long into present Turcky. So, it depends on which part of the Silk Road you are going to.
