Somebody have told me that in the book, the autor show us the danger of people beliving that they are part of a superior race... But what is is that danger?

This is a danger because the belief of superiority creates conflict, tension, and isolation. David's father believes that "normal" is within a narrow definition. All "other" people must be expelled or exterminated. We see this similar ideology throughout the world even today. Acts of genocide and ethnic cleansing are examples of when superiority and intolerance is left to fester.