I've had the same thing happen to me after the initial shock of something. In particular, I remember walking out to my garage when I lived in downtown Indy and realizing that someone had broken in, or at least tried to break in, to it. My first thoughts and actions were very calm and I did what I needed to do. But within minutes after that, I started shaking like a leaf. The same thing has happened right after a car accident. So, I tend to agree with Melalvai that what you noted was the after effect of an adrenaline rush.

That said, it couldn't hurt to take a self defense class. That might give you more confidence and teach you some invaluable skills.