Ultimately, for me, the thing I fear most is the emotion of shame, which usually surfaces whenever I butt heads with another person. In less abstract matters, I positively dread the idea of dropping a baby, falling from a great height, or joint dislocation, especially jaw dislocation.
More creatively, I fear scary monsters with unclear motives. Whenever I read a horror story with a gleeful creature that wants to kill the main characters, I get bored very quickly. Glee is too recognizable an emotion. It needs to be something more negative to evoke fear in me.