How to feel safe in my apartment at night?

I moved a month ago to here from Philly, because it was filthy and dangerous. I feel a lot safer here than I did there, in a 5 story apartment complex in a gentrified, less racist area.. This is the first time I've ever truly lived alone, and it really freaked me out the first couple weeks, especially at night. I frequently wake up feeling anxious for no reason, thinking there's an intruder... I adopted a large dog, and he helps me feel better because I know he would alert me and attack anyone if they came in, but I worry that someone will come in with a gun and shoot him and then come after me... I lock my doors at night and everything, but does anyone have any tips how not to feel so anxious? Also, Idk if I'm just imagining it, but I keep hearing what sounds like knocks at my door, and my dog barks at the sounds, but I look through the peephole and no ones there ?