Why do you think Hannah felt that "thinking was dangerous" in this place?

Hannah believed that thinking was dangerous because independent thought might possible lead to independent actions.... which in turn, would lead to death. Rather than think about her circumstances, Hannah decided just to "do" as she was told.

THEY SAT ON THE BENCHES NAKED AND COLD FOR A LONG time while the barber worked on each in turn. Hannah
glanced around cautiously. With their hair gone, they all looked like little old men. She wondered what she looked like herself, resisting the urge to put her hand up to her head again. She would not think about it. Thinking was dangerous. In this place she would not think, only do.