The Lord came to conquer death and did so, so why should we fear death?
There is also now no condemnation for those who are in Christ so, again, why should we be afraid of the Godhead?
What I find is that it's mainstream Christians who fear, because they go around telling the lost and unsaved that unless they get saved they will be tormented for all eternity in a fiery pit. The fear tactic is their favourite weapon. The irony to this, of course, is the fact that it will be them in the fiery pit having their religious crap burnt off, not the lost and unsaved!!
So as a final part to your question; yes if you are a mainstream Christian, you should be fearful and afraid, for it will be your backside that gets a singeing!
There will be weeping, wailing and the gnashing of teeth - not a pretty sight!