I am allergic to wasps. Not deathly so, not without a large number of stings, but I am allergic and tend to get quite sick when stung. Even so, when a wasp landed on my infant son today I swatted it away with my bare hand. Crushed it with my bare hand. Never once thinking about the potential consequences to myself. Why? My innate fatherly instinct to protect. God instantly used this moment to show me a bit about Himself. He has that same instinct to protect those that belong to Him. This is where (good) parents get that instinct, having been made in the image and likeness of God.
God does not derive His sense of protection from an outside source. The desire to protect is not so much a thing He experiences so much as it is a part of His nature. In other words, just as mercy, love, justice, and goodness are part of His being...so is protection. Being in Him, belonging to Him, comes with it the requisite existence of supernatural protection. This is not to say that harm will not come to believers, anyone can realize that. This protection extends beyond the natural to the spiritual realm, although it does from time-to-time have natural repercussions in this life.
God's ultimate protection is one where He keeps His kids close, in His presence throughout all of eternity. To cohabitate that great age of timelessness that our minds can't quite comprehend. To be free from both the wages of sin, and the allure of sin.
The most incredible thing about God's great protection is that He always knew the price for it. Where I reacted without regard for consequence in order to protect my son, God always knew the price that would be paid to reconcile our iniquity. Jesus is spoken of in Revelation as the "Lamb slain before the foundation of the world." Before "let there be light" or even "let there be" God was prepared to pay the price to protect His people. He created the system, the Law, that would need to be fulfilled, all the while knowing that it would demand death. Knowing only His death would undo that which we have, and continue, to do.