North Korea is warning of a nuclear response which is short of saying a nuclear threat. A nuclear attack would certainly start a major war and drag all countries involved under. The threat comes after the United States has said new and tougher sanctions will be put on the rogue nation of North Korea. North Korea says that the war games started by the US and South Korea are provoking N Korea to retaliate.
These events shouldn't be so shocking or surprising since North Korea was accused of attacking a South Korean warship which killed many people and the North denies it attacked.