I've commented before that it's actually amusing to hear people being interviewed after some sort of crime takes place because they all say the same things:
I couldn't believe it was happening.
I never thought it would happen here.
I never thought it could happen to me.
It took me awhile to realize it was actually happening.
People go through their lives expecting NOTHING to happen and, as a result, they're always surprised when something does happen.
You don't have to go through your life always expecting that something's going to happen to you, but you should at least always be open to the idea that something COULD happen so you won't be caught flat-footed, telling yourself that: "I can't believe this is really happening." instead of doing the things you need to do to survive.