With me, it's the lack of control. I want to be somewhere where I can DO SOMETHING about the situation.
For starters, I wouldn't want to live in a multi-story home or apartment. Pancaking is a real issue. Lath-&-plaster ceilings are heavier than sheetrock, which you can break through with your fist or foot.
As mentioned, sleep near a wall. I have a two-ft wide area between my bed and the wall. I keep a lightstick between the mattress & box springs on that side, plus my shoes & glasses. All I have to do is roll off the bed. Having a crowbar under the bed on that side would be an asset.
I don't like malls. Guess why? I try to keep in mind where the exits are. First, I get out. THEN I look for my truck. I'm not one of those fools that will only go out the same door they came in so they can find their car.
If you live in an earthquake-prone area, look at the places you go and make a plan on how to get out. Just keep in mind that sometimes ducking down beside a very sturdy piece of furniture or construction makes it far less likely that anything above is going to land FLAT on you.
A woman that I used to work with was in the locker room of a ski patrol building in the Sierras in the early '80s. When the avalanche hit the building, she was knocked or ducked to the floor beside a typical locker room bench. The lockers crashed down onto the benches. Anna survived for four days in the "tent" under the angled lockers until the search dogs found her.
Just don't let the fear of what MIGHT happen cripple you. If you feel that it is, get help. And don't feel embarrassed about it.
Sue