Fear is an emotion rising in our mind, when we come across some unexpected situations. Like you are escaping after robbing someone, if that person suddenly comes in front of you, you will be feared.
Now most of us have never faced or seen Jinnat, so every one has fears about them. Suppose if we were living amongst Jinnat and we were not able to see humans, and some human suddenly come in front, we must have felt fear then.
Some fears are based on facts. Like if you will throw yourself in fire, and then you will definitely burn and may harm yourself or even may lead yourself to death. SO we have fears for the death.
It is never easy to explain exactly, the emotions.