Bad guys don't just appear out of thin air.Being the happy-go-lucky sort of person I am (no, really) this is something that I really need to constantly work on. Not so much being endlessly suspicious, but just keeping alert for subtexts.
"He asked me for a cigarette and the next thing I know, he robbed me!"
He was robbing you when he asked for the cigarette. It's just your situational awareness and your ability to manage the initial contact sucked.
"Why is this guy approaching me in the parking lot and not somebody else? Hmmm. Because there is nobody else in the parking lot..."