You can certainly try

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"You can certainly try" is a phrase often used by Dungeon Masters, especially Matt Mercer, to indicate that, while there is nothing in the rules preventing a player from attempting a given course of action, that player doesn't necessarily have any chance of success, and the consequences of trying could be very, very bad. Another phrase a GM might use to warn players is "Are you sure?"

Alternately, can be used to refer to any character build that's very poorly supported, such as adapting an NPC monster with a Level Adjustment for use as a player character race in Dungeons & Dragons 3e.

Examples of "You can certainly try"

• Bringing a sword to a gunfight.
• Bringing a 1d10 Renaissance pistol to a +3 Flame Tongue swordfight.
• Trying to shoot the Evil-Superman-Clone with your handgun.
• Playing any kind of Dragon or half-Dragon in pre-4e D&D. (Dragonborn seem to have filled this niche nicely.)
• Playing a monster in a setting not set up for it.
• Playing a low-combat-utility Face in a hack & slash campaign.
• Using a lasgun on a defensive shield.
• Rolling to seduce the Illithid.