i think that for the OP it depends on what you are scared of happening. For example, being scared of big brown bears is a legitimate concern but there are ways to handle that and minimize the risks. Or being scared of the two legged predators out there is a different concern, but also manageable. Or weather, river crossings, etc. Or scared of the unknown/weird paranormal stuff like on the other thread. The main issue is to identify what you are scared of. Then come up with a contingency plan.
If you have never camped by yourself, then start by doing doing solo day trips into the back country and sleeping at your car at night. It might feel safer sleeping inside a vehicle at first, (although to be honest i would feel safer in a tent in the back country that sleeping in my truck bed at a National Forest campground/trail head.) Then once you realize that you ran more risk dying on the highway getting there than you did sleeping in the mountains then you will be more willing to push farther out the next time. Carry a pistol if you feel confident with one. Use a bear fence if you are worried about big brown bears. All of these things help mentally and to a certain degree lessen the risks. But in the end, every time we go into the back country we are seeking something that we cannot find in civilization.
I actually am more worried about things when i'm in the back country with my wife and son than i am when i am by myself. Not that it keeps us out of the the mountains and forests, but i worry more about it since my biggest fear in life is being unable to protect my wife and child from danger. I imagine some others might feel this way in that we are willing to take risks or face dangers that we would not want to see our children do.
I always carry a firearm in the U.S. and feel confident in my training and ability to neutralize any threat posed by two or four legged threats to my family or myself. But there are times when you don't have a weapon or when a weapon will not keep you safe such as bad storms or treacherous river crossings. But i think it is all part of the wild experience. That can add to the lure of why we all do what we do. Men have been going into and coming back out of the high country since long before GPS, sat phones, electric bear fences, and all the fancy gear we carry.
I had one experience that highlighted this of why we take risks and what we get out of it. My family and i lived in Swaziland, Africa for three years. We used to do self-drive safaris every month in the Kruger National Park every month and would see lots of game but we wanted something wilder where we would not see people for days. So we loaded up our Jeep Rubicon and drove to Botswana and spent a week in the huge Central Kalahari Game Reserve which is the same size as half the state of Ohio or Tennessee. Besides a few native San Bushman communities, there are no people living there. The rangers told us that the last visitors had left around 2 weeks before so we had the entire park to ourselves. We spent four days exploring the Kalahari and would camp each night. My wife slept in the Jeep but my son and I slept in a tent.
One night the three of us were sitting around our fire in a small clearing when we started to see movement in the darkness just past the fire light. From their height and numbers they were either lions or hyenas. Lions are a lot more dangerous at night than during daylight so i put more wood on the fire. We were only about 20 yards from the Jeep but as soon as i saw their eyes reflected by the light of the fire i thought it was best to stay close to the flames. I felt naked without a firearm but i had a spear and machete and took a burning
branch and yelled into the darkness at the eyes. I had learned from Shangaan trackers that if you ever come across lions or hyenas on foot to stare them directly in the eyes and posture aggressively. As i stood there in front of my family and the fire and seeing several sets of eyes in at the firelight, i felt an adrenaline rush that i hadn't felt since Afghanistan. I also thought about how many times this same scene must have played out in history. After a while, the eyes drifted back into the darkness, and we eventually went back to the Jeep and tent. The next morning i found lots of hyena sign in the brush on that side of the fire and circling our campsite. I was worried that it might have been a bit too much excitement for my wife but we found her some gemsbok to photograph so she was fine. My 12 year old son commented to me that he felt so alive last night and that is when i knew he had been bitten by the same addiction for the wild country that i have.
Kind of like Chris Ledoux's song "Call of the Wild".