If there was someone between you and that exit, and you needed out, what would your plan be?
In school we all have fire drills to learn how to escape danger in the event of one particular emergency. In some states, there are tornado drills. Have you ever had a fire drill at home? Most people have not, but it only makes sense.
If someone wanted to carjack you and you had your family with you, how would your family respond?
When you go about your life, do you notice where the exits are? Getting away is the surest way to be safe. Wherever you are, whatever you are doing, look around. Where are the exits? Who's around you, and what are they doing? Who are you with? are they capable of fleeing if needed? Consider how you would get out quickly if you had to.
This is not to recommend paranoia, just awareness. I don't want anyone to spend all their time worrying about what might happen. I just advocate knowing what IS happening, and what the options are.
Make it a habit, and you'll never be sorry!