Bomb threat in my hometown Wuppertal, Germany! Am I safe in my hometown in the center of Europe? (ಠ_ಠ)

Today I wanted to go shopping in the "City-Arkaden Wuppertal" as the police suddenly announced a bomb threat for the big shopping mall(20.000 square kilometer area).
Everybody should leave the building as soon as possible because an (unknown) man menaced the management with having a bomb.

All people, including me, had to even leave biggest parts of the inner city. I felt very discombobulated and frightened at this moment because the police spokesman procalimed it is very very dangerous to stay at the area near the shopping mall.

A bomb threat in my hometown? This is causing disquieting feelings of panic.

Heavily armed policemen stand ahead of the shopping mall 'City-Arkaden' Picture source: DPA Press Agency

Since that, the police and some special forces searched the building after explosives and whatnot, not having found something since now.
At the same time the police hunts after the man who can expect to go to jail if catched.
Not only frighten everybody in my city, he even caused lost sales for all the shops in the mall (about 80). Those lost sales rise up to hundred of thousands Euros and I think they will file an action against the fear-causing caller.

Cordon of police in inner city of Wuppertal; Even some streets are fenced off
Picture Source

At the end I want to ask you:

Have you ever seen something like a bomb threat or other dangerous situations happening right in front of our eyes?
And how have you handled it and how have you felt?

I can only talk for myself, but I think those experiences always let me think about an upcomming war and those thoughts frighten the heck out of me. It can actually happen everywhere in the world, even in democratic and liberal countries like Germany and there are so many other examples that confirm this thesis. I more and more feel unconfortable to go out and to be confronted with kinds of dangers that would normally apear in war zones.

Now I'm sitting at home and keep the situation under review hoping someone could give me advice how to handle the situation of fear. Feel free to give me some hints and how I could overcome my fears.

Frightened in my own democratic and libertarian county.