The advisories check is used to detect issues for crates by looking in an advisory database.
cargo deny check advisories
Security vulnerabilities are generally considered “not great” by most people, luckily, Rust has a great advisory database which cargo-deny can use to check that you don't have any crates with (known) security vulnerabilities.
You can also use your own advisory databases instead of, or in addition to, the above default, as long as it follows the same format.
The advisory database also contains advisories for unmaintained crates, which in most cases users will want to avoid in favor of more actively maintained crates.