It depends on what you mean by things you are most afraid of. I think these fears can be broken into two classes, one being phobias (fear of heights, public spe

It depends on what you mean by things you are most afraid of. I think these fears can be broken into two classes, one being phobias (fear of heights, public speaking etc) which are more "irrational" fears, and the other being events that provoke anxiety stemming from fear, uncertainty, and doubt (FUD) which are very rational fears. The former are not really necessary to deal with unless they negatively impact your quality of life (and they mostly just get solved through desensitization via repeat exposure anyway); the latter are absolutely worth dealing with proactively and logically. Fundamentally, people are afraid of events associated with FUD because they perceive that dealing with them will yield emotional trauma, failure, negative social outcomes, or all of the above. Frequently this is based on past negative outcomes in trying to deal with these problems or watching others fail in trying to deal with these problems, so a defense mechanism gets built up which tries to avoid the context all together via anxiety, procrastination, or denial. In my experience, almost all of my fears associated with FUD have significantly negatively affected my quality of life, and contrary to my emotional reactions and assumptions, I have dramatically improved my quality of life by tackling them. These would include fears surrounding starting a business; career changes; sexual desires; dating and relationships; acknowledging health problems; conflict at work; and acknowledging psych defects, biases, and inefficient models of thinking. The way I tend to approach these problems is by logically deconstructing the problem into it's component parts without emotion, finding best practice ways of tackling each component, and trying to implement that methodology as to give me the highest probability for success. I also find it helpful to enlist close friends for emotional support and to see how they have dealt with similar problems in the past. While I stumbled frequently with this technique and did indeed experience short term unhappiness, in the long term I was able to successfully deal with most of my major problems which made me substantially happier.