For starters as with everything, it depends on location and what the politics are. I've been to Iraq as a soldier and saw the aftermath of IEDs and EFP attacks and its not pretty but it was war. Ive taken small arms fire but we were in heavily armed vehicles so no biggy.
Now as a contractor I've experienced dozens of IDF attacks which are incoming rockets to the base and one ground attack inside the base which was a suicide bomber, which made for a very intense day. And with that theres need to worry and not worry and I'll explain. Normal to you and others becomes totally different once youve had some time spent overseas in a warzone. Most people just take it for what it is and go about their day , hell you may even sleep through the entire thing. Basically you become numb to what would be chaotic to your average person.
Simply put the middleast can be either a nice or rough place to be but youll be one tough cookie once you leave the place, and believe you are well protected within the walls of any base.