This very simple and informative article at ITS Tactical is a must read. Right there with Rule 1.
Identify specific threats or threatening behavior. Look for menacing behavior or people who by their looks cause you to feel uncomfortable. Trust your gut. There may be a valid reason why they make you feel uncomfortable. If you are in proximity, move away. As always, look for “orphans:” bags or packages without owners. Alert security if you see them, but do not stand next to them waiting for security to arrive.
Identify exits. Whenever I enter a room, or area, one of the first things I do is scan for exits. Are there emergency exits? Are they alarmed? Are they locked? What about windows? Can they be opened? Is there a heavy object like a chair I can throw through the window to create an exit?