You should be concerned whenever you feel a chill upon your spine, and yet search around to find nothing that could have triggered it. And if the sense of dread increases further, get out. Perhaps not too suddenly and quickly, but quickly enough.
A silly notion, you might say, to be flustered over nothing. Nothing but foolish fear, to be dispelled and ignored. But is it really so? A fear is simply an evolved reaction to a stimulus, very often a dangerous one. Our ancestors that feared things that ought to be feared survived.
And those who did not fear did not live to pass on their bravery.
Now, reason might tell us what is the source and cause of the fear, and its danger. But sometimes reason fails to adequately identify or understand. Nonetheless, deep in our bones, we know that something is amiss.
Rather than cowardice, fear is an ancestral danger sense. To ignore it would be folly.