"Forget the self and you will fear nothing" Don Juan Matus, sorcerer of the Carlos Castaneda books.
Fear is the domain of the little self, the ego, the persona that lives in a limited 3 dimensional construct whose main concern is survival. While the ego is necessary to maintain as part of being in physical form, part of helping us humans navigate through a 3 D physical Matrix, it is not the essence of who we are. Who we are really is Spirit playing in a sandbox of material reality. While the physical is always impermanent, Spirit is permanent.
When you parent your ego and move into the consciousness of Spirit, you recognize that life is ever-lasting and there is nothing to survive, nothing to fear. There is nothing to worry about.
We are the little self and Spirit at the same time and the way to lose fear is to finally let the big Self, the eternal Self, Spirit, to inform you. Get with Spirit, go into nature, meditate, develop your intuition, become more spiritual and you will see that fearing ANYTHING is a sensation of indulgence of the ego.
Getting to this state of fearlessness takes work as well as wisdom. You are not going to start walking in front of on-coming traffic or put your hand over a fire to prove a point. That is simply unwise. Part of being fearless is NOT putting yourself in fearful situations because you know that the laws of the physical Universe still operate on, still apply to you.
What we're talking about here in fearing nothing is where you focus your intent. If you are always focused on survival, you will fear losing it as in fearing losing yourself. You are concentrating on the little, the lower self.
Concentrate on the big Self and you will come to a state of being whose reality is a place where you are ALWAYS SUSTAINED!
In this state you know there is never anything to lose and nothing to fear.