Hello, thanks for your interest in the game. How threat scaling works is mentioned briefly in the game help section on the info or pause menu but it could probably be expanded on.
The threat level is mainly tied to your current population as well as how long the game has been going to a lesser degree. If you rapidly expand your population without the defenses and food to support it its easy to attract too many threats and get overwhelmed. Sometimes its better to build other things before building more houses and expanding your population. Likewise expanding too slowly can also cause threats to outpace you, however this happens at a much slower rate.
While 5 threat isn't too high, you start with a few free Ward Towers in your item slots, these can really help you out in the beginning. Having followers haul back small buried chests from around the nearby area is also very helpful in the beginning, they'll give a nice boost to your resources as well as some useful items.
Thanks for commenting, if you have any other questions I'd be glad to help you with them.
I hope you enjoy the game.