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For other uses, see Threat (disambiguation).

Threats can be subtle or overt. Actor Justus D. Barnes, in The Great Train Robbery
A threat is a communication of intent to inflict harm or loss on another person. Intimidation is a tactic used between conflicting parties to make the other timid or psychologically insecure for coercion or control. The act of intimidation for coercion is considered as a threat.

Threatening or threatening behavior (or criminal threatening behavior) is the crime of intentionally or knowingly putting another person in fear of bodily injury. "Threat of harm generally involves a perception of injury...physical or mental damage...act or instance of injury, or a material and detriment or loss to a person."

Some of the more common types of threats forbidden by law are those made with an intent to obtain a monetary advantage or to compel a person to act against their will. In most US states, it is an offense to threaten to (1) use a deadly weapon on another person; (2) injure another's person or property; or (3) injure another's reputation.
Summarize what it is means to feel threatened?
Feeling threatened implies that someone or something is communicating or suggesting that they will inflict harm on you or your being.  This is generally considered to be an intimidation tactic suggesting that if you do not comply, you will be harmed.  Threats are not always physical, they can be emotional, financial, spiritual amongst many other types.  Making threats depending on their severity can be considered illegal.