How much should I worry about bloody nose?

Depends. The most common causes of nosebleeds are usually benign causes such as dry nasal membranes or trauma. It is important to see your doctor if your nosebleeds recurr in particular when on only one side or if there are any additional symptoms such as pain or difficulty breathing through your nose.
Bloody nose. Worry about a bloody nose if it is occurring several times a week, for no apparent reason or if you are taking medications that may interfere with clotting, such as aspirin, Motrin or Ibuprofen containing products. Any regular nose bleeds should prompt you to see your primary physician.