What a beautiful question!! Provoking many thoughts!!! To me, people do take a cautious stand for the unknown and their reactions to something unknown is a reflection of their way of to respond and the way they are trained to respond. This may look as they are afraid of things. But its not a fear but a precaution and that reaction tend to change from people to people.
Fear comes from a sense of insecurity. Suppose, I am on a light-house viewing the sea. It would be beautiful for me and I would appreciate the beauty of nature. The violent waves are beautiful and there is no fear. But I would be afraid of going to sea as I do not know swimming and I am also afraid of sharks and squids. On the top of the light house I am secure as I am only looking at the sea from a distance. But if I go into the sea on a boat, I get afraid of the fear of falling down. This is only because, my sense of insecurity increases in the second case.
To endorse your view again, people only fear what they know as dangerous. This knowing can come to them as a part of their own life experience or from the experiences of their near and dear. There are people who save a lot of money even at the cost of their present consumption because they know either from their own experience or from training that one needs to be prepared for the eventualities of future unforeseen. Just dealing with today may make their life unpredictable in future. Still there are people who do not bother about future as their sense of security about future may be high. This is how I perceive the concept of fear.