Interesting how they know not to jump off onto an ice sheet below.
If you consider how adept they are at fishing for example, it doesn't seem like a leap that they've have the spatial awareness and wherewithal to recognize that falling onto something far below is scary.
I suspect the human understanding of these types of dangers becomes cerebral, but it originate in much more instinctual parts of us which we share with countless other animals. The part where it becomes cerebral might trick us into thinking it's entirely based upon knowledge, intricate abstractions of the world around us, and the intelligence required to use those properly. I'm not sure of course, it's all conjecture. It doesn't surprise me that penguins know not to fall far onto hard things though.