Oh, are we rambling? Can I ramble too?!
My Drill Sargeant used to tell us that Fear is an acronym for False Evidence Appearing Real.
As humanity began to develop, fear was a useful way of avoiding danger. However, in modern times our fear tends to manifest itself more often in situations where there is no actual danger. Likely this is due to the relative safety of modern civilization. Without the constant threat of predation by nature and nature's inhabitants that our ancestors faced our minds have to create dangers for our fear response to develop.
So hearing the house creak, walking into a dark room at night or even standing up to speak in front of strangers are things people fear where there is no justification for that fear response from an evolutionary stand point. The fear in these situations is exactly as my Drill Sargeant said, false information that our minds are interpreting as actual danger.
I have actually spent a great deal of time studying the phenomenon of fear, down to the physiological affect it has such as pupil dilation and increased heart rate along with how those change perception and effect memories or motor functions. The old movie cliche of people being to scared to remember how keys work is actually proven by scientific studies. The most interesting bit I learned however was in study's listing the biggest or most common fears/phobias. Interestingly it turns out that public speaking is the most common fear, more so than animals, unknown (such as darkness), flying or even the fear of dying. This means that at a funeral there are more people who would rather be in the casket than giving the eulogy.