The standard answer is "don't login as root". All commands run as root are scary. If that isn't an option you could put some alias commands into your .bashrc to disable commands you find especially scary. For example:

for scary in shutdown halt reboot rm do alias $scary="echo If you really want to do that, type: `which $scary`" done

Then, if you type shutdown you will get the following message:

If you really want to do that, type: /sbin/shutdown

(Make sure your .bashrc has loaded first, before you try this on a production server)

Quitting your current ssh session and logging in again, or using . ~/.bashrc should load/run .bashrc. Perhaps try running rm without any arguments to make sure your server hasn't disabled automatically loading .bashrc on logins or similar.

Note that if you are primarily concerned with halt and shutdown, you could consider installing molly-guard, which will make you type the hostname before shutting down the machine. This is more useful if you regularly shutdown whole OS'es on the commandline, but want to make sure you are shutting down the right one.

You could also test try this with a less scary command such as logout or exit.