The Soviets had always believed that the Americans wanted to attack them, perhaps understandably given that in the 1950s and early 1960s there were senior US military leaders who actually wanted to initiate a full nuclear war with the Soviets while the latter were still strategically weak.
The Soviets thought that the Americans were preparing a first strike during Able Archer and were preparing to preempt it - thankfully the exercise ended and everyone on the Soviet side calmed down and took their fingers off the button.
http://en.wikipedia.org/wiki/1983_Soviet_nuclear_false_alarm...
Nice to know that we came that close to annihilation twice in 1983.
http://www.imdb.com/title/tt0090163/
NB Threads, although it depicts an absolutely devastating attack on the UK (~90% dead within a few years), actually uses a rather optimistic attack plan - a real attack would actually have been far worse.
It is probably also worth noting that every single western nuclear power reserves the right to first use of nuclear weapons. In fact, the only countries who have ever adopted a no first use policy are the USSR/Russia (for 2 decades, but not any more), India (this is apparently more ambiguous now) and China (who continue to hold to it).
Wikipedia briefly mentions a North Korean pledge to the same effect, but I think this latest news shows that we should probably not take that too seriously.