"Now, fear is not always an unskillful emotion. I've had many psychotherapists talk to me about this. They're curious about the fact that when the Buddha lists the roots of unskillful behavior, there's greed, aversion, delusion - or passion, aversion, and delusion. Where's the fear? For so many of them, fear is *the* unskillful emotion. Well, that’s not necessarily the case. Actually, there are some good things to be afraid of.
"Be afraid that you're going to do things unskillfully, be afraid you’re going to act in harmful ways. Be afraid of wasting your time –- the time that could be devoted to developing the mind. Those kinds of fears come under what the Buddha calls ottappa -- compunction or fear of wrong-doing. There's also the fear that comes with heedfulness: realizing that there are dangers out there and dangers in your own mind, and you've got to do something about them.
"So fear isn't always unskillful. It's when the fear gets mixed up with the greed or aversion or delusion: that's when you got a problem." - Thanissaro Bhikkhu "Nurturing Your Inner Adult"
To paraphrase Pema Chodron, to feel fear means you are approaching the truth. (Not always true, but usually.)
She's also said that "Everything you want is on the other side of fear." I think that was her -- I don't feel like looking it up. But again, often true.