How to disable scary terminal commands?
The standard answer is "don't login as root". All commands run as root are scary. If that isn't an option you could put some alias commands into your .bashrc to disable commands you find especially scary. For example:
for scary in shutdown halt reboot rm
do
alias $scary="echo If you really want to do that, type: `which $scary`"
done
Then, if you type shutdown you will get the following message:
If you really want to do that, type: /sbin/shutdown
(Make sure your .bashrc has loaded first, before you try this on a production server)
Quitting your current ssh session and logging in again, or using . ~/.bashrc should load/run .bashrc. Perhaps try running rm without any arguments to make sure your server hasn't disabled automatically loading .bashrc on logins or similar.
Note that if you are primarily concerned with halt and shutdown, you could consider installing molly-guard, which will make you type the hostname before shutting down the machine. This is more useful if you regularly shutdown whole OS'es on the commandline, but want to make sure you are shutting down the right one.
You could also test try this with a less scary command such as logout or exit.
sudo exists for a reason - use it.
When your command (in this case an interactive CLI) is finished, you're dumped back to your user-level shell, not a root shell. There are very few worthy reasons to be in a root shell. (I'm surprised that this isn't already an answer...)
Having said that, don't be a muppet that uses sudo for everything. Understand what you're doing, and understand why it does/doesn't require root privileges.
Additionally you can differentiate your prompt for root / user shells. This also makes it more obvious that you're back at the shell prompt and not "some other CLI". Mine is very colorful, and has lots of useful information (such as the hostname), which makes it very simple to know what host the command will execute on, and also makes it easier to look back through your history and locate prompts - a root shell uses the default prompt.
This is more suitable to use on "your" account, but if you're taking security/sysadminning seriously, then you won't be sharing passwords/accounts, and you won't be sitting in a root shell without being fully aware.
As people have said over, and over, and over again "aliasing commands to make a safe environment is a bad idea". You're going to get comfortable in your safe environment, typing those 'scary' commands where you shouldn't. Then one day you'll change jobs, or login to a new machine, and then boom "whoopsy, I didn't mean to, I'm sorry"...
The package 'molly-guard' (at least on Debian derived systems) will install a wrapper around shutdown, halt, poweroff, and reboot. If it detects that the terminal is a remote one, then it will prompt for the host's name. If it doesn't match, then the command is cancelled.