exLtEveDallas wrote this post a couple of years ago, with some excellent advice:
For the OP and from my own experiences, just some tips from my previous life:
When going into a building always check for exits and emergency exits.
Look for security personnel and where they are positioned.
Look for possible choke points and avoid them if you can.
If it is crowded agree a checkpoint/recovery point for your party.
Check what each member of your party is wearing and remember it.
If an attack happens:
No heroics. Unless you are trained you will probably get it wrong.
Eyes down, do as you are told. Get on the floor, calm children, calm yourself.
Get away from choke points and Windows
Cover your head/face/eyes.
Don't stand out.
But try to remember what is going on - use your ears more than your eyes.
If you get hurt:
Pack wounds - don't worry about what you use, get something inside and against it. Don't use tourniquets unless you are trained and unless you can carry the person afterwards. Direct pressure - even if it hurts.
If one of your party is killed - there is nothing you can do. If you can get out you still have to get out. Don't risk your life for someone who is already gone. They will be recovered, it doesn't have to be by you.
If you get out:
Get away, stay away. Get to a cordon/security services, give your details. Check everyone in your party is with you and unhurt.
Try to remember as much as you can about the perpetrators: height, weight, colour, build, accent/dialect, what they said and why they said it. What you did, why you did it.
If you get home:
Get warm. Get fed. Hot sweet tea (it really does work), talk about it, see what you all remember, see if you have anything that could help the security services, remind each other you are alive, count your blessings. Be positive. Soothe each other. Don't be afraid to cry, to rant, to grieve.
Aftermath:
Give as much assistance as you can to the security services - any information you have can help. They'd rather wade through a pile of junk for that one important tip than try to piece everything together blind.
Celebrate life.