RealClearInvestigations cites some interesting statistics about crime in the US. I hope you don't find them surprising.
Murders in the U.S. are usually highly concentrated geographically, often connected to street gang activity, and threaten only a tiny fraction of Americans. Just 2% of counties account for approximately 54% of all murders, and within those counties roughly two-thirds of killings occur within areas covering only about ten city blocks. By contrast, 53% of U.S. counties report no murders in a typical year, while another 16% report only one. (source)
So, roughly 7 out of 10 counties report one or fewer murders per year. No wonder most of us don't live in perpetual fear of random, imminent death.
We know which areas to avoid (poor sections of large cities), do so, and leave those who wish to kill each other to their brief, violent lives. We never think about being shot, much less shooting someone.