Pravda reported on Truman's press release about the bombing of Hiroshima on August 8th, 1945. They did not run anything on August 7th, and what they did write on August 8th was at the bottom of page 4, with no commentary. One could plausible interpret this as being an intentional playing down of the importance of the bomb, which was the official Soviet strategy under Stalin. (The Soviets did not even begin to plan for civil defense strategies until after Stalin's death.) One can interpret this many ways, but essentially Stalin did not want the Soviet people to focus on the bomb too much, because it made the Soviets look vulnerable. Even after they had an atomic bomb, their arsenals were still dwarfed for many years by the USA, and they had no easy way to strike the USA with their small stockpile. After Stalin's death the Soviet attitude was more focused on the power of their bombs and eventually bragging about their ability to strike the USA, and this tracks somewhat with their increased capabilities (though even in the 1960s a lot of their bragging was just bluff).

There are no polls of Soviet public opinion from that time so it is hard to answer the "did they see it as a threat" question with any definitiveness.

The government response to the use of the atomic bomb at Hiroshima was to authorize an expansion of their own atomic weapons program into a full "crash" program to build a nuke as soon as possible, and to declare war on Japan and invade Manchuria as soon as possible. Stalin already knew the US was working on the bomb via his espionage network, and Truman hinted to him about the bomb in late July at their meeting at Potsdam, but Stalin's actions were much more decisive after Hiroshima than anything prior to it.

Further reading: Michael Gordin's Red Cloud at Dawn and Tsuyoshi Hasegawa's Racing the Enemy.