We hear the warning again later in the episode, with the overlaid message from John: "I can never go home" & "We're all in danger!"
And the thing is, they are in danger—all of them—from the story itself. The road, then, becomes armor, and motion becomes safety, insisting that they keep moving. Being in one place? That's what kills them. The idea of going off-road functions like a temptation, a lure. The safety of home is just an illusion.
///
Shelter is down
Even in the pilot, Dean is quite literally a marked impala, a prey animal, always on the run. I really love the contrast of Mary and John running "up" towards the fire and little Dean running away, visually "down," away from the fire.
In trying to escape the fire, Dean descends to safety. It is this need for safety (and the safety of his loved ones) that in a very real sense eventually drives him towards Hell.
///
Later in the episode, we see Dean descend the stairs again, when he's leading Sam away from Sam's apartment (an apartment that has been, unbeknownst to them, marked for death by Azazel).
"Going down" will be a mode of movement that follows Dean pretty much his whole life. Dean goes down into the valley, into the shelter, into Hell.
Dean remains on the move for much of his life, but when he does get a true home of his own, it's underground. When he's on the run from Billie/Death in 15x18, he plunges further still, deeper underground, until he loses the love of his life in his safest spot: the bunker's dungeon.
///
Until then, the car is the safest spot they've got.
But the narrative is at work, trying to take control of the car; trying to chisel and shape its targets the way Constance tries to chisel and shape her targets.
When the car charges them on the bridge, Dean is frantic to get out of the way, diving "down" off the bridge, into the safety of another road—into movement, the churning river.
Meanwhile, Sam keeps hanging on. Sam's Taurus-like personality and stubbornness means that he's always trying to cheat a rigged game. Sam tries to stay in the "high place" and not get burned.
Sam monkey-arms and contorts himself to stay on the bridge...
...and Dean comes crawling out of the river like a drowned rat.
///
We see ups and downs for Constance's family, too.
Sam forces her to go home, taking control of the car (narrative) and hurling her into her ruined, dilapidated house.
Inside, she's faced with her guilt: and her guilt is up.
The deceased family members are upstairs. They went up, but they never came down.
These children have obviously been paralleled to the pain that Sam and Dean go through at the hands of John's cruel overpreparedness, but these two are also an off-key echo of John and Mary's innocence.
The narrative killed its "first children." Mary's body was consumed alongside John's faith in the future. They are the ones who went "up" and were murdered (Mary) and damaged (John).
///
In many ways, Constance's story is a study of opposites to the Winchesters.
Her first children were drowned. The narrative burned its first children.
Dean's mother Mary ran towards the danger (and we will see she continues to haunt her house as a supreme protector of children). In contrast, Constance runs away from her house. She killed her children.
Constance's ghost is out to prove that deep down, everyone is flawed, operating in a Luciferian mode of engineered hopelessness. She haunts the road in a Trickster-tempter-style of hunting, not just preying on "unfaithful men," but trying to prove that in fact, all men are scum, i.e. "Even if you're still faithful, I'll make you unfaithful."
Many of SPN's villains are out to bring out the worst in people; the writer's task is to prove that anyone (everyone) will break under the right circumstances:
KEVIN TRAN (APOCALYPSE): Michael doesn't want to kill you. He wants to break you. He said for me to tell you that, 'Even if you win, you still lose.' I'm sorry.
13x20 Unfinished Business
We get this from Chuck too in 15x09 The Trap, as he works to drain Sam of all hope.
CHUCK: Um, short version – Sammy lost hope, and now I'm free. Hey, take it easy on the kid. It took a lot to beat it out of him.
[Chuck crushes the sphere, destroying the spell]
15x09 The Trap
We also see this attitude reflected in many of the angel characters, reaching all the way into SPNwin The Winchesters, with the OG mindset of Gabriel/The Trickster wanting to prove how horrible humans are:
GABRIEL (unhinged): When the chips are down, humanity always chooses the selfish way out! Always!
1x08 Hang on to Your Life
//
As we learn more about Mary, we unravel that she did do some running of her own—running from hunting, from her parents, from her own childhood home. But here, at least, despite being dressed in white, Mary is in many ways Constance's opposite.
John are Dean are the ones doing the running, afraid to go home. In some ways, Constance is more like John than she is Mary, as John is victimized by Mary's lies and mistakes. John, like Constance, is driven into madness and despair. And of course, John breaks so hard that he hurts his own children.
After what happened, Constance went out on the road, looking for monsters. Making monsters, too.
//
The off-key parallels continue:
A married couple burns upstairs; a pair of siblings drowns upstairs.
The Winchester family faces tragedy in the comfort of their pajamas, while Constance's family are in their daily school uniforms—the period clothing giving off an eerie feeling that they're in "work clothes." (The suit and tie on the boy, especially!)
When Constance faces them, they embrace her, loving her as they bring her to justice.
Dean and Sam are "below." Safe. Looking on as the family is reunited and can finally rest together.
//
Sam goes home.
When Sam ascends up the stairs to his apartment, he leaves safety. There are horrors waiting for him "above," as Jess too is on the ceiling, a sacrifice to the narrative gods (the audience).
Like how Zachariah had to put extra pressure on Dean in 4x17 It's a Terrible Life to get Dean back on the road, Azazel has to burn down Sam's home to get him to play ball.
Sam had roots in this little apartment; he was even looking for a way to stay nearby with regards to his interview:
LUIS: So there you go. You are a first-round draft pick. You can go to any law school you want!
SAM: Actually, I got an interview here.
So, Azazel burns the garden.
///
Meanwhile, after he notices his watch stop, Dean rushes back and kicks open the door, much like a firefighter coming to the rescue. Dean is running into the fire the same way both of his parents did, acting in his parents' stead to save Sam:
Dean quickly spots Jess, and susses out that Sam's destiny is after him, and he works immediately to get him to safety—down the stairs.
Afterward, with the memory of Mary heavy on his mind, Dean turns, knowing.
He got Sam out, but like John, Sam isn't okay.
Sam is "down and out," the light of his happiness snuffed out. This was foreshadowed by "Sam's light going out" in the headlight scene:
(We will later see Dean lose his light too, in season 7, after Cas dies.)
Sam is safe from the fire, but he's, in a very real sense, no longer the same Sam. Despite that Dean is the one wearing John's jacket, it is Sam who is now set on the path to revenge, to "becoming" Azazel.
Sam's broken.
SAM: Yeah. I kinda mean, well, like ever since my head broke, and we lost Cas. You ever feel like he's going through the same motions but he's not the same Dean, ya know?
7x09 How to Win Friends and Influence Monsters
Sam's season 7 self could be talking about his season 1 self here! Loss does things to people. (But the narrative did it to Sam so early!)
///
DEAN: So what are you gonna do? You're just gonna live some normal, apple pie life? Is that it?
SAM: No. Not normal. Safe.
DEAN: And that's why you ran away.
1x01 Pilot
Despite his extreme efforts, John couldn't keep Sam safe from Azazel's designs.
