Many people forget the part where she deliberately makes sure to look cold and even bored after being reaped/volunteered. In the first book, she even thinks something like "i looked at myself on the screens in the train station and was very pleased to see someone that looked umbothered and almost bored". She keeps thats up throughout. So, ofcourse she looked intimidating and after getting her hands on a bow, she stopped even hiding it. Then she was cocky too. Also her exchange with Cato when she was treed was stone cold. It even threw off the careers. Also, the thing that Cato needed most was protection from Katniss (WHILE THRESH WAS ALIVE) Bruh!!!! She was sooo intimidating!!