I use them everytime my game loads, and whenever a sensitive sequence is about to start on my game.
Viewing post in Do you hate Warning /Disclamers?
Well, at least in my case, if they are able to see the page, it means they SHOULD be over 18, I mean, come on, it's tagged as adult, and in the description I'm pretty explicit about the current content in the game. If anyone downloads/starts my game they SHOULD know what is coming. And if they don't... well, that's what the disclaimers are for. Even then, most of the hard content can also be avoided or hidden.
Edit: I know, I have an OCD with the content warnings xD