You can't live your life in fear, but you can't live it complacently, either. So, three pieces of fatherly advice:
1) Be aware of your surroundings. Have some idea of what you would do or how you would get away if an emergency arose. Don't dwell on it; just train yourself to give it a quick thought now and then.
2) In an emergency, don't let yourself be paralyzed by fear. Act if you can, and do it early, if possible. Run away. If you can't run away, hide. If you can't hide, enlist the help of others, make a plan and fight back. I don't see how being passive helps in these situations.
3) Put your faith in God and live your beliefs. In this life, no one is completely safe. The only real safety is found in God, and that safety is eternal. That's a better deal than anything you'll get here. Believers should find comfort in that, and we are believers.
What you tell your kids is up to you, but if mine were ever in that situation, I'd want them on their feet, resisting evil, not on their knees for a madman's sick gratification.