I suppose there is almost nobody around now who was an adult in 1939 and could confirm it. But it seems pretty clear that many people knew exactly what was coming and this included the authorities, fortunately. Even if we were woefully unprepared in some ways, in others we were ready: these ARP measures; industrially, with shadow factories ready for the "off"; early warning radar stations; fighter production gearing up.
The invasion of the rest of Czechoslovakia by Hitler in March was the the last straw. But to many it was just a confirmation of existing fears. My own father was building our air-raid shelter in the back garden in the winter of 1938/39, prior to all that. He had visited Germany in 1937/38, could see what was going on, remembered hanging up his own uniform less than 20 years earlier.....
(One of my earliest memories is standing on the edge of a big hole, watching him pour concrete to construct one of the walls. Happy days?????)
Chris