In humans and other animals, fear is modulated by the process of cognition and learning. Thus, fear is judged as rational or appropriate and irrational or inappropriate. An irrational fear is called a phobia.
Fear is closely related to the emotion anxiety, which occurs as the result of threats that are perceived to be uncontrollable or unavoidable. The fear response serves survival by engendering appropriate behavioral responses, so it has been preserved throughout evolution.
Proverbs 1:7 (NIV)