I have a gas hot water heater. When I go away, which is often, I first shut the outside main water supply off. Then I go to my gas hot water heater and turn the temperature dial as low as I can without turning it all the way to where it says"lighting the pilot". (It doesn't have a vacation setting). Then I turn the other control knob from "on" to "pilot". When I come back home a week or more later, I have all this very hot water at the tap. Something doesn't seem right. Do I need to have this checked out and is it dangerous? Thank you very much with some help.

Something's not working in your controls. It doesn't matter that you have set the temperature to the lowest setting, once you've turned from on to pilot it should shut the flame off while the pilot remains lit. Have someone knowable check it out for you. Good luck, Tom