I say this in a completely non-thrill-seeking sense. I'm also not talking about how fear is a good thing because it keeps us from doing stupid things, though that's true enough.
See, I learned as a child to run away from certain stressful situations. It wasn't a bad idea at the time. Sensible survival technique.
But our unconscious brains over-generalize, so I often still run away from things when I'm overwhelmed, even if it's the sort of situation where that's completely the Opposite Thing of Helpful.
Similarly, I learned as a child that when in out-of-control situations, I could gain some control back for myself via passive rebellion. The sort of thing that probably won't get you in trouble, or at least not very serious trouble, but, well, you're doing what you want, darn it. This was also very helpful at the time, emotionally speaking. (Probably not so much, pragmatically.)
Again, not so helpful now.
Because these are survival techniques, it really can be very freakin' scary to fight against them. It can feel like you're going to die. See, relationships and emotions are very important to our brains. Whether from an evolutionary (babies are one hundred percent dependent on other humans) or a creationary (our Creator not only created us in His image and wants us in relationship with Him and each other, but He created us to be one hundred percent dependent on other humans when we're babies, and created our brains to be good at survival sorts of things) perspective, it actually makes sense for our brains to encode certain sorts of things as Matters of Survival.
Even though they later end up being... not so much. Or even when, later on, the related technique hurls us to our doom.
This is why I'm glad to feel fear. Because normally, I've stepped back and retreated before I'm even conscious of any fear. If I am feeling very aware of lots and lots of fear, it's probably because I'm pushing myself, maybe even growing! I'm on the edge of Accomplishing Something. Something new. This is good.
If I have a dream where I can't quite manage to brake fast enough at stop signs and I keep rolling out into intersections, it doesn't mean that I'm going too fast in real life and I need to stop doing something; it means I'm scared of going too fast, which means I'm making progress, so FULL SPEED AHEAD! >D
Disclaimer: There were other steps on this journey, before I could've been happy about fear. If I had read this blog post earlier in my life, I doubt it would've been helpful. When you frequently hate yourself (I occasionally still do, but it's much less common now)... well, this just would've made it worse. "Shame on me, fear doesn't make me happy. I must not be one of those people who looks on risks as opportunities. Because I'm a Bad Person."
If you relate to this disclaimer, please, don't worry about this post. I started with The Pathway by Laurel Mellin, it helped a ton with my depression. Knowing nothing about your situation because I don't know who's reading this, I don't know if it would help you, but it might.