Straight up, I think the unknown is usually the greatest threat. Knowledge = power. When you know for sure what the threats are, you can take action accordingly. However, with all that said, constantly treating the unknown as the PRIORITY threat can be both deadly and debilitating. For example: You are the team leader of a 4 man fire-team on patrol. Your team is constantly scanning everywhere--the unknown is dangerous. Suddenly your point-man identifies a hidden enemy gun emplacement--threat known. At this point, to consider the unknown the PRIORITY threat even when exposed to a dangerous KNOWN threat seems illogical. A threat has been identified as relevant and dangerous, IT should become the Priority target to engage (maybe not for the entire team--that can leave you exposed to surprises). The problem with giving the unknown priority status over known is this: You cannot react to the unknown; you cannot engage the unknown; you cannot conquer the unknown. While the unknown should always be respected and given due consideration/caution, a successful team cannot allow itself to be debilitated by it to the point of becoming useless against known threats/targets. Sometimes a team has to make less dangerous threats top priority in order to then deal with the greatest threat effectively.
Dealing with the question rationally