Every single day I'm at work moving or escorting large amounts of liability, I encounter possible threat situations in public. Most of these situations turn out to be nothing - just normal interactions you need to navigate. Some are a result of a lack of common sense or understanding on an actor's part. Some might be tests of how we react, or dry runs for a robbery. Some are sheer stupidity and/or posturing.
What do they have in common? All are potentially dangerous and require assessment as to the real threat level and appropriate reactions. And many have lessons we can learn from as we go about our everyday lives.
First, always be fully aware of your surroundings, and look like you're fully aware of your surroundings. Glance back over both shoulders when appropriate. You don't need to meet someone's eyes first in a passing encounter. You need to see their hands and any areas that may conceal a weapon. Watch for unusual behavior and nervousness. Looking like you're not an easy victim is step one.
A recent development (for me, anyway) is young urban men, some blatantly gang members, some not - with their hands either down the front of their pants or under their shirts just below their chests. They literally stand or walk around like this. Definitely high threat levels for everyone. If these people focus any attention on me or approach, it elicits an immediate gun hand to the sidearm and thumb releasing the retention, and a warning to make no sudden movements. I'm going home at the end of the day. Funny thing is if a patrol car comes by, the hands are removed from the clothing... they know what they're doing.
When in street clothes and presented with the above situation (approach or focus of their attention for more than a second or two) I now hook my off-hand thumb under my shirt near the right front pants pocket and maybe look like I'm hitching my pants up a tad, or I rub or scratch my hip a little, JIC. Paranoid? Not after winning the game of chicken with them on the job. You get a different perspective on things once you've been the center of unwanted attention for a bit. Oh, and ignore the people who tell you the kids are 'just trying to look cool'. Those people are ostriches. Gangs now account for some 80% of the crime in America. And they are everywhere.
We've been followed back to the truck, or approached when the door is open. Sometimes this is innocent (their car is nearby), sometimes a lack of common sense but again it is dangerous. What do we do? Face the follower and assess, warn them back, prepare to draw or draw if they ignore the warning to stop and appear to be a threat. Again, I'm going home at the end of the day. I've had stupid people report us to the police, and the police talked to us briefly and promptly informed the stupid people that they were, in fact, stupid.
In street clothes use your common sense before committing to entering your vehicle. Once you start getting into the vehicle or loading it, you are easier pickings for the most part.
Avoid tightly cutting corners as a pedestrian. Leave yourself room to react if something on the other side is a threat, and swinging wide gives you a better view around the corner. Remember to look up and around in addition to just around. We've been followed on foot from the second level of malls, and you could be too.
Hope some of this was helpful, and I'm looking forward to reading other hints and tips garnished from your RL experiences.