This isn't so much a warning or danger, but I would call it a precaution. Let's face it - Peshawar isn't exactly a sought-after tourist destination. Therefore, when tourists are in the area and are visibly noticeably, people usually stare.
I am a very fair-skinned caucasian with dark hair and eyes. Nine out of ten times I blend and look like one of the locals (Pathans tend to be fairer than Pakistanis from the east, depending on their ancestry). The only time someone would be able to recognize I was a tourist was my accent and/or lack of grammatical Pashto.
Nevertheless, if you do find yourself being stared at, be polite about it. They are just curious and some may have never seen a foreigner in the flesh before. If you feel uncomfortable, don't flash any valuables (eg camera) or money around, that will only give yourself more attention. The only time I would be worried is if you find yourself being followed. And if that is the case, seek the help any locals around and obviously contact appropriate authorites.