At this point, I can honestly say I am not afraid of anything happening to me, personally. I am afraid for my loved ones, but I have been through enough now that life is something I can take or leave. There are equally convincing reasons to live as there are to die. I live because that's what my body does if I don't stop it.
This has had a surprisingly liberating effect. It superficially looks like bravery but is much closer to indifferent self-negligence. I have embraced my own suffering as an inescapable facet of human experience, adapting as best I can to an often horrifying reality. This indifference does not extend to the suffering of others however.
If anything it's motivated me to combat cruelty and deceit wherever I see it, in whatever small ways I am able. I have known what it is like to be on the receiving end and now feel a special enmity towards those things. "Opportunistically counter-entropic", if you will pardon the tongue twister.
There are many supernatural concepts that scare people too. I've avoided that by concluding that the problem of interaction makes the supernatural either impossible or irrelevant, as it could never affect us without violating the principle of non-overlapping magisteria. The concept of an "immaterial substance" is self-refuting.
There's enough shit in reality to be afraid of without imagining spooks, spirits, demons and goblins. That's the sort of thing I was afraid of as a child. As a teenager I was afraid of stuff like carjackings, home invasion, bear or shark attacks...still pretty fantastical and improbable, statistically speaking.
It's true that I write horror, frequently with supernatural themes. But more often than not, the fantastical elements of those stories are a metaphor for something from my past. In those cases, the scare factor comes from expressing (in an abstracted way) what it was like to endure those experiences. All effective writing draws on what you know.
Now, what really scares me is stuff like cancer. The idea that I will very probably watch my own parents die slowly from cancer as I look on, powerless to do anything. There are also friends of mine who are at risk for suicide and no matter what I say to them, I can't banish the possibility that I will wake up one day to discover they're dead.
I can handle everything else except that. I don't really know what I'm gonna do. Probably it will destroy me. But I've come back from being destroyed a few times now, each time wondering if it's really "okay" to. Life is a crazy thing.