In this story, Jesus has already appeared to a couple of the disciples on the Road to Emmaus. He walked with them and he talked with them. He showed them where the prophets had said that the Messiah must suffer and die and rise again. He took bread and he blessed it and he broke it and he gave it to them and their eyes were opened and they recognized him and he disappeared.
These disciples start telling the other disciples what happened to them: The Lord has risen and he appeared to us and he took bread an he blessed it and he broke it and he gave it to us and our eyes were opened and we recognized him and he disappeared.
And while they are talking about this, Jesus reappears to all of them, even Thomas, and they are frightened. Which is good because when your friend and teacher is murdered and then appears among you, that is frightening.