IN FRENCH THEY CALL CASTLING QUEENSIDE 'CASTLING CEMETARYSIDE' FUN-FACT!
Bullshit, they call it small and big castle.
"Les Noirs avaient d'autant moins besoin de roquer <<du coté du cimetière>>, que leur PFD est déjà avancé." G. Renaud & V. Kahn, L'art de faire mat, édition Payot, p. 91. Now apologize.
The danger of not castling is simply the vulnerability of the center. If you can maintain a string of calculated attacks that will constantly leave your opponent on the run then not castling probably won't be a major issue until you play more skilled players. However, very often top calibur players will develop their position and peices with a plan of attack, attempt to eliminate possible counter-play(usually getting the king to safety), then taking advatage. It's scary because when your king is at risk many times it will allow your oppoent to not only delay your possible plans at the risk of being mated, but also improve their own position by activating more peices while you are making up lost ground.