Short answers, pulled from the story.
Fear is a biological imperative that has kept the human species alive for millennia by triggering physiological changes that prepare the body for immediate action. This mechanism known as the fight-or-flight response allows an organism to either run away or fight the danger. In extreme cases the body may enter a state of immobilization or freeze response to avoid detection.
The amygdala is a pair of almond-shaped structures located deep within the brain behind the pituitary gland that serves as the center of most neurobiological events associated with fear. These structures generate the secretion of hormones that influence both fear and aggression when a threatening stimulus is detected. Damage to the amygdala as seen in patients with Urbach-Wiethe disease results in a complete inability to experience fear.
Psychologist John B. Watson famously demonstrated fear conditioning in 1920 through the Little Albert experiment. An 11-month-old boy was conditioned to fear a white rat which then generalized to other white furry objects like a rabbit a dog and even a Santa Claus mask. This phenomenon shows that many specific fears are learned through a process known as fear conditioning.
Organisms from insects to mammals emit chemical signals known as alarm pheromones to warn members of the same species of danger. The discovery of these pheromones in 1959 and their subsequent identification in ants earthworms and mammals revealed that fear can be communicated chemically. In humans compounds like androstadienone found in human sweat act as pheromone candidates that can modulate the startle reflex and induce empathy.
The fear of death has been a central theme in human history and philosophy where attempts were made to reduce this fear by performing rituals. The terror management theory states that a person's cultural worldviews such as religion and values will mitigate the terror associated with the fear of death through avoidance. People find solace in their death-denying beliefs or push any thoughts of death into the future through distractions.
Fear can be used as a means of motivation to not fail particularly in the world of athletics where the initial cognitive state generates a fight or flight reaction that determines the success or failure of the athlete. Fear of failure has been studied frequently in the field of sport psychology with scholars trying to determine how often it is triggered and what personalities of athletes most often choose to use this type of motivation. The concept of the yips is a common colloquialism for a debilitating often chronic manifestation of athletic anxiety.