The "gut instinct" is a complicated multitude of simultaneous processes. It is also called "intuition". I will try to sum it up without losing something in translation.
When something doesn't "feel right", through a combination of experience, expectation, and emotion, your "gut instinct" is another facet of the "fight or flight" instinct: in a scenario where you do not feel safe, your "instinct" triggers heightened observation and vigilance, readying you to react to a potential threat.
For some people, superstition has a strong influence on gut instinct; they have much experience with terrifying imagery, unlikely supernatural presentation on TV and in stories, and their gut tells them that something supernatural is going on. Likewise, someone who has been attacked before will automatically ready themselves for response to an attack. The point is that experience and belief largely affect gut instinct.
For comparison, a superstitious person could walk into a room with a sudden temperature change and their gut would tell them something supernatural is going on, whereas a non-superstitious person in the same situation would look for an environmental cause for the drop in temperature and would not experience a hit of gut instinct, so in one fashion, gut instinct is a defense mechanism.
I hope this short passage gave you some perspective. If you have anymore questions or want to discuss this further, my inbox is always open.