A threat can be the perception of insecurity; see also risk.
A threat is also an explicit or implicit message from a person to another that the first will cause something bad to happen to the other, often except when certain demands are met. Often a weapon is used. Examples are a robbery, kidnapping, hijacking, extortion, blackmail.
The message may be vague and implicit in an attempt to avoid blame, including legal consequences, while still clear enough to serve its purpose.