Terrorism is a clear context of rapid change, greater complexity and genuine uncertainties. A review of the events that have been going on in Europe shows a great evolution of the threat and the continuous emergence of new scenarios, like those represented by "lone actors" and "foreign fighters". The complexity of the situation is due to the variety of quantitative and qualitative factors involved. Uncertainty is a key characteristic of our societies, generating fears that must be managed by governments and security institutions. Before defining new policies it is needed an analysis of the current situation of the phenomenon and its possible evolution. Critical thinking, loads of imagination, creative foresight and horizon scanning methodologies would be the pillars of the research. Policies are usually led by events and by social perception of risk. We propose a holistic approach that integrates the lessons learned from the past with modern foresight methodologies, intelligence analysis, evidence-based policing, and decision-making models. It is possible to manage our uncertainties in the present, a time and a matter in which perhaps we feel lost, but we must be sure that we are walking in a correct direction.