You get used to it, if you take time to read about it and the risks it measures.
I have lived a lot of my teen/early 20s at 3ish minutes to midnight. When, despite the lack if internet, the relevant information was published and promulgated quickly!
You have to become inured to it... or you won't function properly.
Of course, living in places with semi regular bomb scares, no street bins and occasion sightings of fully armed military bods does tend to blunt The Fear a little.