No Export for You: Several prominent CBS affiliates either didn't carry The Mercury Theatre on the Air, or delayed the show to Monday (it had previously aired on Mondays, and those stations already had established Sunday programming they didn't want to disrupt when CBS changed its timeslot). This meant some listeners were only hearing the broadcast on distant stations with faint signals that were subject to noise and fading, increasing the uncertainty about whether they were hearing a dramatic presentation or actual breaking news.
The mass panic associated with the radio broadcast? Not as massive as we've been led to believe, but not entirely faked or over-reported, either. Most people would have reacted as most probably would today: call the police or friends and find out. CBS got an unusually high volume of calls, as did police and fire stations, so people were trying to verify one way or the other. Caches of letters to CBS, Welles and the FCC have been found, from people who had believed it — many congratulating Welles for a job well done. The listening audience size was six million, and it's estimated that about a million of those, however briefly, believed the program. (Because it was Halloween, some stupid things were bound to happen anyway; a lot of extreme reactions came from people who hadn't heard the show, but heard of a "Martian invasion" or a "deadly meteor crash" from friends or neighbors; and others who thought it was real simply tuned in late, heard "invasion" and "poison gas", and thought "Nazis".)
Another thing most people would have done, that people would do today, is: change the station, because such a world shattering event as an alien invasion wouldn't be covered by only CBS, and when they heard regular broadcasts from other stations they'd realise it's a play.
The idea that a lot of the panic came from people who'd switched over late from The Chase & Sanborn Hour on NBC is based on the idea that Chase & Sanborn was "lowbrow" comedy with Edgar Bergen and Charlie McCarthy, so researchers assumed that anyone who believed in a Martian invasion must be either stupid or, at the very least, incredibly naive. Letters and telegrams revealed listeners who'd had CBS on as background noise; others were fans of Mercury Theatre who had tuned in late or didn't hear the first couple of minutes and thought Mercury Theatre was being interrupted.note The fact that Mercury Theatre had just had a time-slot change, plus an erroneous newspaper listing that Welles and co. were doing "The Pickwick Papers" that night, didn't help. Still others were listening on faraway static-ridden stations and could only hear parts of what happened. Many heard "invasion" without the "Martians" which would have told them it was a play. Others heard "meteor crash" and thought it was a natural disaster. Brad Schwartz in his book Broadcast Hysteria writes:
Above all, what late listeners heard and understood were the references to real organizations and figures of authority. Their ears pricked up at the mentions of the governor of New Jersey, the Red Cross, the vice president of CBS, and Princeton University. This, more than perhaps anything else, made the broadcast seem real to those that it deceived.
Since it was Broadcast Live, the 8:00 P.M. Eastern time presentation was heard at 5:00 P.M. in the Pacific time zone and 6:00 P.M. in the Mountain time zone, which, on a Sunday, happened to fall in the same window as late church services. One Salt Lake City newspaper reported that a few church services that night were abuzz with nervous talk about the "invasion", since churchgoers had tuned in their car radios in the middle of the show on their way to church and weren't aware it was a drama. The same article also said that a publisher of one Idaho newspaper called the Salt Lake City office of the Associated Press that night demanding up-to-date info on the "New Jersey meteor deaths", before being reassured that it was all fictional.
Welles was deeply involved in producing a theatrical play at the time and was only peripherally involved with the preparation for War of the Worlds; but he emphasized that it must be as realistic as possible because the story was an old classic and he feared listeners would be bored and tune out. Many did recognize the old tale: children, who wrote Welles enthusiastic fan letters.