It’s not at all abnormal to feel threatened if there really are threats in the area. For example, if you live in a high-crime area then it is only prudent to get inside and behind locked doors and windows on a dark night or if there are unknown people around.
On the other hand, if you live in a relatively secure neighborhood – and you know it to be secure and relatively safe – then it might be over the top to rush indoors and lock the doors behind you.
Likewise, even if it is a relatively safe place, but your own history includes a nighttime attack, for example, or a mugging or stickup at any time, then it won’t feel wholly irrational to be afraid, even if objectively you understand “there is nothing here to be afraid of”. In that case, counseling would be recommended to remove the negative emotional charge from the prior incident, so that you could adapt to your now safer surroundings.
In any case, it’s the stress you’re feeling that is more likely to have severe negative consequences for you, health-wise, than any bogeyman you imagine, so even if you live in the high-crime area where you are sometimes “right” to feel threatened, it would be a good idea to get counseling so that you could address even “real” threats without the hyper-stress that the current situation is putting on your body.