No, you should not be worried. An RFE may be requesting something very basic, such as a better copy of a birth certificate or updated tax returns. if you are concerned, you should consult with a qualified immigration law specialist to discuss what is required when you receive the RFE.
There is no way we can answer this question, without knowing what they asked for.
It could be something as simple as an additional copy of something ... or something serious ... who knows.
PROFESSOR OF IMMIGRATION LAW for over 10 years -- This blog posting is offered for informational purposes only. It does not constitute an attorney-client relationship. Also, keep in mind that this is an INTERNET BLOG. You should not rely on anything you read here to make decisions which impact on your life. Meet with an attorney, via Skype, or in person, to obtain competent personal and professional guidance.
Until you know what it says, there is no way to know if you should be worried or not.
The above is intended only as general information, and does not constitute legal advice. You must speak with an attorney to discuss your individual case.