It's evolutionarily built into you.
If humans had no fear one of your ancestors would've walked his stupid ass up to a group of lions and gotten turned into dinner and you wouldn't be here to be typing away at a keyboard. Animals also display fear, it's a survival mechanism.
The problem is it's such a powerful emotion (and it has to be, otherwise it wouldn't work so great) that it can hard to regulate.
Fear as long it's not life threatening can be overcome, but you're hard wired to react with some fear to situations that are uncomfortable or may pose a threat to you.
Emotion isn't a choice, I don't buy that, it's hard wired into. You can alter your responses to that, but it will always exist to some degree, just like physical attraction is not a choice (you don't "choose" to be attracted, go ahead and try to force yourself to be attracted to someone you find unattractive, see how far "mind over matter" takes you then).
