Leaving Your Vehicle With The Engine Running - GMC 2004 Yokon Denali Owner's Manual

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Move the lever up as far as it will go.
3. Turn the ignition key to LOCK.
4. Remove the key and take it with you. If you can
leave your vehicle with the ignition key in your
hand, your vehicle is in PARK (P).
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Leaving Your Vehicle With the Engine
Running
CAUTION:
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It can be dangerous to leave your vehicle with
the engine running. Your vehicle could move
suddenly if the shift lever is not fully in
PARK (P) with the parking brake firmly set.
And, if you leave the vehicle with the engine
running, it could overheat and even catch fire.
You or others could be injured. Do not leave
your vehicle with the engine running.
If you have to leave your vehicle with the engine
running, be sure your vehicle is in PARK (P) and the
parking brake is firmly set before you leave it. After you
move the shift lever into PARK (P), hold the regular
brake pedal down. Then, see if you can move the shift
lever away from PARK (P) without first pulling it
toward you. If you can, it means that the shift lever
wasn't fully locked into PARK (P).