Warning ladies to give up whiskey (4)
I believe the answer is:
omen
'warning' is the definition.
(omen can mean a warning or sign of the future)
'ladies to give up whiskey' is the wordplay.
'ladies' becomes 'women' (more than one lady).
'to give up' indicates named letters should be taken away.
'whiskey' becomes 'W' (phonetic alphabet: alpha, bravo, charlie etc.).
'women' with 'w' removed is 'OMEN'.
(Other definitions for omen that I've seen before include "Auspice" , "Forewarning, harbinger" , "Event regarded as a prophetic sign of good or evil" , "premonition" , "Harbinger, prophetic sign" .)