We have seen cougar sign for 3 seasons now and just actually got a look at him 2 weeks ago. He stalked a yearling under one of our feeders and got to about 4 feet before our guest took a shot and missed???? Couldn't believe he missed but I bet his heart was thumping pretty good. NET NET. . . .I would worry more about lightning than about a cougar. I wear my .357 side arm JIC and don't let my boys far from the cabin/fire after dark.
If you want to be scared I would worry more about other hunters thinking your a deer and shooting at ya.