When Tuor arrived by the Coast of Belegaer, Ulmo appeared to him and told him to seek King Turgon of Gondolin to relay a message to him from Ulmo. Once they (Tuor and Voronwe) were admitted into the City he told King Turgon what Ulmo had said to him about evacuating Gondolin and relocating to the Mouths of Sirion, but Turgon refused and thus Doomed his people into the Fall of Gondolin.
Why would Turgon ignore Ulmos's warning of the impending Doom that awaited them in Gondolin?
Because of the classic curse of the Noldor - hubris, and becoming enamoured of their own handiwork.
Then Turgon pondered long the counsel of Ulmo, and there came into his mind the words that were spoken to him in Vinyamar: 'Love not too well the work of thy hands and the devices of thy heart; and remember that the true hope of the Noldor lieth in the West, and cometh from the Sea.' But Turgon was become proud, and Gondolin as beautiful as a memory of Elven Tirion, and he trusted still in its secret and impregnable strength, though even a Vala should gainsay it;
The Silmarillion, ch.23, Of Tuor and the Fall of Gondolin.
Even though Ulmo specifically told him not to rely on his own strength, he was too proud, too sure of Gondolin's strength. And, true to form, his downfall came soon after.
