N.Korea launched a missile over Japan!

I was woken up yesterday morning by an alert on the TV warning that a North Korean missile was approaching Japan. They have carried out missile tests numerous times in the past, so, as many Japanese people, I was not too surprised about it, considering the recent news that the country was aiming at Guam, the American territory in the Pacific. What had me concerned was Japan's alert network, constantly warning about the missile that would pass over Japan. It even informed that we should seek shelter....but I was like "to where?" It's not pleasant to wake up by a startling beeping alert which sounds very similar to the ones I used to hear during the 3/11 earthquake and its aftermath.
How would you react if a missile flew over your country?