Not everyone realizes the nature of the world of matter. To fear the unknown is to fall prey to ignorance and self-doubt. You exist in physical form because of spirit and things unseen. Not permitting yourself to realize the Truth keeps you where you are.
When you ask people who admit fear of death or other aspects of life why they feel as they do, they often have no conclusive explanation. They refer to conditioning by religious doctrrine or accept inclinations to worry about situations that may never arise.
Imagine how your perspective would change if you came to believe you could do nothing to disconnect you from your heritage. Practice seeing beyond the assumptions of other people. As you focus on events unfolding now, you are rewarded by character growth.
As Silver Birch says, "There is no experience that comes to the human soul, which rightly understood and rightly faced does not leave you better for it."
This reminds me of a phrase by Lao Tzu who said "A Journey of 1000 miles begins with a single step." That phrase is perhaps the most well-known phrase of the Tao Te Ching. As you change how you think, you realize how preventable certain kinds of thinking are.