I once read a script that included a scene, which began with a man threatening the protagonist with a bomb. Then the attention shifted to another character and ended without ever mentioning the bomb again. This is one of those things that makes people go, “Huh?!?” If you show the audience a bomb in your story, then we’d better see one of three things happening pretty soon:
1. The hero going through extraordinary efforts to stop the bomb from exploding.
2. Shrapnel flying through the hero or the people he cares about.
Once you introduce any kind of threat to your hero, you then need to generate the most tension and drama out of that threat as you can. If a bad guy has a gun, then the hero should be dodging bullets soon. Alternatively, if your hero has a fear of heights, then his infant son should be trapped on top of some shaky scaffolding at the first possible opportunity. Or something like that.
The point, of course, is that you should never show the audience something that poses a danger to your hero or anyone he cares about, without then making at least some use out of that threat of danger. Ideally, you will use this threat to make the audience pee its pants, but at the very least make them sweat a little. Just force some kind of bodily fluid out of your audience and you will have done your job.