Every good story is just a test of conflict. What your character will do in a particular situation IS their character. What they do is what they're made of. This means your character is going to have to suffer. A lot. "But I love my character!" You say, "How can I possibly come up with ways to make them suffer?" That's what this page is for. Within the box is one wonderful terrible thing you can do to screw up your character's day, thereby raising the stakes and making everything get a little more interesting.
From bears to earthquakes to armed disgruntled ex-employees, we all know that death can come at any time in a myriad of forms. If you already have a setting, what mortal peril would naturally fit into that scene?
Some ways this might be useful:
To help write your story (duh).
To get to know your character better. Want to know if Hamlet is the kind of guy that can keep a secret? Write a scene where he is a prisoner of war and see how long before he breaks. Doesn't matter if you never use the scene.
To think outside the box. If you can't imagine aliens taking over the eighteenth-century manor you've written, imagine how those aliens could work as a metaphor.
After all, writing stories is just a long series of "what ifs?.."