A shot across the bows
A warning shot, either real or metaphorical.
That most useful reference, Admiral William Smyth's The sailor's word-book: an alphabetical digest of nautical terms, 1865, defines the bows thus:
"The fore-end of a ship or boat; being the rounding part of a vessel forward, beginning on both sides where the planks arch inwards, and terminating where they close, at the rabbet of the stem or prow, being larboard or starboard from that division".
Land-lubbers might find it easier to imagine bows as the 'shoulders' of a boat or ship. And if you don't know the difference between a boat and a ship there's also a land-lubbers guide to that - 'you can get a boat on a ship, but you can't get a ship on a boat'.
'A shot across the bows' derives from the naval practice of firing a cannon shot across the bows of an opponent's ship to show them that you are prepared to do battle. The first mention of it I can find in print is this piece from the Wisconsin Democrat, December 1939, reprinted from the UK paper The London Metropolitan:
"In a very brief space we neared our victim, a large merchantman, whose appearance promised at once an easy conquest and a rich booty. At a signal from Stamar, a shot was fired across her bows to bring her to. She immediately hoisted a white flag."
The more general figurative use of the expression, just to mean warning, is a 20th century innovation; for example, this piece from The Fresno Bee Republican, just prior to WWII, in August 1937:
"When the situation In Central Europe becomes threatening in the eyes of the great public, when press and official telegrams point to an immediate danger, the United States government will fire the third warning shot across the bows."