Here are the traditional reason I would say no to my players and why I shouldn't in Dungeon World:
- Because doing so would ruin my plans
- In my head, this is physically impossible or there's not enough time etc.
- Because the action would cause sudden PvP combat
Here's why I would be wrong to say no for those reasons in Dungeon World
1. Because doing so would ruin my plans
In Dungeon World, you have no personal agenda to railroad the players in your stories and your intentions. GMing Dungeon World is about letting go of selfishness and let the player be the master of their own destiny. That's hard for me because I often prepare stuff in advance and will unconsciously lead the players into my preps or simply make them happen regardless of the players' actions.
It's really hard for me coming from a Dungeons and Dragons background to let go of that. I usually plan my setting and often the players will ask me if their cool idea would work in my setting and I would often say no...no you can't play a Drow they are evil and you'll be attacked on sight in the first village you visit. No you can't play a Druid because the game is about political intrigue and a Druid wouldn't fit in the court of the king. Plus..there are no forest around the starting area to host a druid circle.
That's just bad. For some reasons it's assumed in many games that you should ask the GM if your character fits in his world. In Dungeon World you should feed from the players' ideas and background. When they asked me details about the starting area, I told them nothing more than simple stuff that wouldn't ruin their character concept. We'll be starting in a small village near the coast where pirates are constantly threatening the locals. It respects the principles of the game because those are broad strokes and it leaves place for player inputs.
2. In my head, this is physically impossible
The problem there is I would often describe the situation and the options but didn't mention some details that seemed obvious to me. By lack of description, the players will often assume nothing prevents them from doing something.
In your example, I would have asked if he understood the leader was surrounded by guards and passing through that line of defense would be dangerous. If yes, you ask how he reaches the leader. If it makes sense, you call for a move (usually Defy danger) based on the description. Description is the key and will often set the options available for the players.
3. Because the action would cause sudden PvP combat
In my games, I usually forbid the players to start physical conflict between them because the system is not balanced for players to fight other players (like 4E). Also, I think conflict would simply threaten the future of the game (read 1) so I would say: No pvp combat. Fix this out of game.
With the bond system and the way alignments work in Dungeon World I realize that player conflicts could be really interesting. I remember playing Warhammer Fantasy Roleplay 3rd edition and they have a party sheet with a conflict tracker. I loved it and included it in my Dungeon World game after the players playing the elf and the dwarf said they didn't like each other. I made a GM move out of it.