I had that feeling at least once. I ignored it, and moments later I was being held up, with a gun to my head.
I have on occasion lectured on safe behavior, that is, learning to keep yourself safe. Paying attention to the immediate situation.
An intimation of danger, that 6th sense, is not to be ignored. Sometimes people make light of it but usually at their peril.
As someone has already written, “RUN!”, makes lots of noise but get out of there, whereever that is.