FRANK: You know I don't like locked doors in my house, boy.
Frank is extremely controlling with Ricky, so he doesn't like when he isn't granted immediate access into his private space. Even though he doesn't get physical at this point, he seems pretty threatening and scary.
LESTER: On what grounds? I'm not a drunk, I don't f*** other women, I don't mistreat you, I've never hit you, I don't even try to touch you since you made it so abundantly clear just how unnecessary you consider me to be. But I did support you when you got your license, and some people might think that entitles me to half of what's yours.
When Lester and Carolyn get into a tiff about that fact that Lester has started masturbating in bed and she threatens divorce, Lester defends himself by reminding her of all the terrible things he could be doing to harm her. Ick.
CAROLYN: I was so stressed out. [laughs]
BUDDY: Know what I do when I feel like that?
BUDDY: I fire a gun.
Firing a deadly weapon to get rid of stress might not be everyone's cup of tea, but it suits Buddy just fine—and he gets Carolyn into it as well.
RICKY: My dad would kill me if he knew I was in here.
Ricky is using a figure of speech here when he breaks into his father's locked display case to show Jane a piece of Nazi china, but we soon learn that it's actually kind of a real possibility—Frank gets super angry and violent, and as we later find out, he is absolutely capable of murder.
RICKY: No, you're scared of me.
Once Ricky has shown Jane the Nazi plate, he notices that she looks kind of stunned. And rightly so—that's a strange thing to want to show off. However, Ricky is super-concerned and kind when he realizes he might have scared Jane, which diffuses any fear she might have had in that moment.
FRANK: How? How? Come on, get up! Come on, get up! Fight back, you little pussy!
See, we told you Frank could get super violent. As Ricky predicted, his dad is not happy to realize that Ricky had been in his cabinet and goes straight to physical violence. He doesn't kill Ricky, of course, but the fact that he's so quick to resort to violence is pretty worrying.
CAROLYN: Well, all I know is, I love shooting this gun!
Toward the end of the film, we get the very distinct impression that Carolyn is thinking about using her new gun skillz to take care of Lester. After all, he's been throwing a big monkey wrench into her efforts to paint the Burnhams as a perfect family to the world around them. We get why she's upset, but when she sits out in her car listening to motivational tapes about not being a victim while caressing her gun, we get a little nervous that she's contemplating something drastic.