It says that it's dangerous to travel to Shadesmar on Sel. Why?
It has to do with the Dor and the lack of an entity controlling much of the power Odium left in his wake on Sel.
Woah, that's interesting. I had no idea Odium left little bits of his power on Sel... I guess it kinda makes sense for evil monks to be powered by pure hate, though.
Odium did not leave his power behind, one should note. He left several other powers which are now, to a large extent, mindless...
If you wouldn't mind answering, does Roshar have a similar problem, with Honor being Splintered?
No, Roshar does not have the same problem. There are some differences going on. (One reason being that the spren are far more extensive on Roshar, and provide something of a "release valve." The seons and the skaze on Sel are not numerous enough to fulfill a similar function. Though, of course, that's only one part of the puzzle. Raw power is dangerous.
It's one reason everyone should be thankful Kelsier was around on Scadrial.