It's the one we don't see coming that's gonna make a mess, big-time.
That could refer to a lot of things, but in this case, it refers to an asteroid. We can look and look and look and find and find and find (and NASA could look a lot better if Congress would appropriate more money for the effort), but if we miss one before it hits us, then that one is going to leave a mark.
Sobering thought - if we do see it coming and it is going to hit us, there's not a lot we could do about it other than to try and figure out where it's going to hit and warn people that might be living there (if it is on track to hit a populated area) to get out of the way pronto.
We didn't see one coming last weekend (only a few days ago, and this being August 31, that would have been August 27), Earth just got missed by an asteroid estimated to be 50-100 feet long (or wide, if you prefer).
By "just got missed", that means if you take the distance from Earth to the Moon and divide it by 4, that one-fourth is how far away it was at closest approach. Which is to say, about 60,000 miles. An astronomical whisker, as it were.