While threatened with a risk, we deal with such situations in several ways, some of which might not be adaptive in terms of physical survival. First, we might employ an unrealistic optimism strategy in which we perceive ourselves as less threatened in comparison to closely related others. Secondly, and contrarily, while biased by unrealistic pessimism, we might perceive risks as greater to oneself than to others. Finally, in the better-than-average bias, we perceive ourselves as better than others in terms of, for example, dealing with the risk. We discuss all of these mechanisms in the context of vaccination hesitancy and other risk factors like pandemics.