Death threats and bomb threats may trigger more anxiety than any other words ever spoken. But why?
Perhaps because we believe only a dangerous person would even think of saying such things, but that just isn't so. Still, the expression of violent thoughts causes us anxiety, and most of the time that's the whole idea.
Threatening words are dispatched like soldiers under strict orders: Cause anxiety that cannot be ignored. It's bad, of course, that someone threatens violence, but the threat means that at least for now, he has considered violence and decided against doing it. The threat means that at least for now (and usually forever), he favors words that alarm over actions that harm.
For an instrument of communication used so frequently, the threat is little understood, until you think about it. Our social world relies on our investing some threats with credibility while discounting others. Our belief that they really will tow the car if we leave it here encourages us to look for a parking space unencumbered by that particular threat. The disbelief that our joking spouse will really kill us if we are late to dinner allows us to stay in the marriage. Threats, you see, are not the issue -- context is the issue.
Imagine a man arriving for work one morning. He does not go in the unlocked front door where most people enter the building but instead goes around to a back entrance. When he sees someone ahead of him use a key to get in, he runs up and catches the door before it re-locks. Once he is inside the building, he barely responds as a co-worker calls out, "The boss wants to see you." "Yeah, he'll wish he hadn't seen me," the man says quietly. He is carrying a gym bag, but it appears too heavy to contain just clothes. Before going to his boss's office, he stops in the locker room, reaches into the bag, and pulls out a pistol. He takes a second handgun from the bag and conceals both of them beneath his coat. Now he looks for his boss.
If we stopped right here, and you had to evaluate this situation on the basis of what you know, context would tell the tale, because to know just one thing changes every other thing: This man is a police detective. If he were a postal worker, your evaluation would be different.
A threat is to a bombing what a cough is to pneumonia. A threat is a symptom that might be linked to violence, just as a cough is a symptom that might be linked to disease. But you'd never base a whole diagnosis on just one symptom.
Usually, threats betray the speaker by proving that he has failed to influence events in any other way. Most often they represent desperation, not intention. Indeed, whatever one's intent, attention to threats is always appropriate, fear is rarely appropriate.
Now, since I don't know anything about your situation (beyond that you got a threat), there's little I can say on the topic beyond this: The link between bomb threats and bombs rarely exists. But the threat is a symptom of something. I'd suggest you get a copy of my book, The Gift of Fear and you'll find a lot of information about threats and bomb threats that you can apply to your particular situation.