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My dog is very silly ; he is always running out into the road.
What does running out into mean?

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"Running out" has multiple meanings in English - but here it simply means, running from some small area (the sidewalk/pavement, or perhaps from a house or garden) into a more open area (in this case, the road). "Into", of course, is just where the dog runs to. "Into", rather than "to" again implies some defined area, rather than a specific point or place. You might say "John ran out of the house", or "John ran out to the shops" or "John ran out into the fields". "Running out into the road" is a very common fear for the safety of children and pets in busy towns and is an everyday expression.

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"Running out into the road" essentially means the same as simply "running into the road".

Although a road is a surface and you may be more familiar with the concept of someone or something being on a road, the road is also an area with defined boundaries, and so when something is within those boundaries it is spoken of as being in that area. For example, you might say "stand inside the circle" because a circle is a line or perimeter, but if it were a solid shape marked on the floor you would say "stand on the spot". "Running into the road" therefore means that the dog has run into the road area and is on the road surface.

The inclusion of the word "into" is partly idiomatic, but also implies direction. "Out" or "outwards" can be used to show that something extends away from a starting point. In your example, it adds some drama to the situation by describing how the dog is running away from something, possibly its owner.

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