Children learn from their parents (believe it or not). If mom and dad wander around in Condition White with their noses buried in their smart phones ... guess what; the kids will too.
With that said, I made situational awareness a game with my son when he was younger. We would play games that involved spotting things that were odd or unique and calling out their position in the clock, e.g. "school bus 11 o'clock" or "pedestrian at three o'clock". The games were a foundation for being aware of one's surroundings and being able to think critically once something unusual was spotted.
Now that my son is older (12), I give him scenarios and ask him to come up with solutions to problems, threats or challenges. We've talked frankly about what happened in Newtown and I asked him what he would have done if a gunman burst into his classroom. "Hide," was his first response. "Where?" I asked. This gave him pause. He thought about his various classrooms and what cover or concealment each might offer.
Another example: My son often goes to play in a wooded area with a creek near our home. The area is far enough away that he's beyond our immediate assistance. I've challenged him to think about what he would do if accosted by other children or adults while that far from home. All of his answers aren't perfect, but it gets him thinking and that's the key.
Not every twelve year-old is ready for such harsh real-world discussions. My son is pretty mentally tough for his age. We've made him deal with relatively difficult things without hovering over him or bailing him out.