Look out for signs of a Possible Nuclear Attack

Keep an eye on the news. A nuclear attack will unlikely come out of the blue from an enemy nation. Such an attack would likely be preceded by a deteriorating political situation. A war with conventional weapons between nations that both have nuclear weapons, if not ended swiftly, may escalate towards nuclear war; and even limited nuclear strikes in one region carry the likelihood to escalate towards an all-out nuclear war elsewhere.

However, an unconventional nuclear attack by terrorists could come without warning. Given the lack of a credible sovereign enemy, such attacks are very unlikely to escalate to a full nuclear exchange.

Many countries have a rating system to denote the imminence of attack. In the USA and Canada, for example, you should know the DEFCON (DEFense CONdition) level:

DEFCON 5. Normal peacetime readiness
DEFCON 4. Normal increased readiness, increased intelligence and national security measures. (Cold War.)
DEFCON 3. Increased force readiness above normal, American radio call-signs are changed to classified call-signs. Air Force ready to mobilize in less than 15min.
DEFCON 2. Increase in force readiness, just below maximum. All forces ready to mobilize and deploy within 6hrs. (Declared only once during the Cuban Missile Crisis.)
DEFCON 1. Maximum force readiness; the use of nuclear weapons has been authorized. This has never been used for the national condition, though at times certain military units were placed at DEFCON 1, for certain conflicts.