The safest thing is to stop and check tyre pressures. If the car still feels ok I would not stop on the motorway or other dangerous location , but would slow down and continue to the nearest safe place.
But having stopped I am only human. (hard to believe isnt it?
) If the tyres all look visually inflated, and its not far to home or a more convenient location such as a garage forecourt air line I might delay checking the pressures. Especially if any of the false alarm 'risk factors' seem likely such as' running in' new tyres, recent tyre pressure alteration etc.
But if in doubt err on the side of caution ,Newly fitted tyres could deflate due to a faulty valve, poor bead seal etc.