Josh explains in the video from above why fear is something we learn and not something we are born with. The 1919 Little Albert Experiment is one of the experiments that taught us that fear is something that can be conditioned in the people.
The little Albert experiment used a 9 month old child to teach him to be scared of neat things like a bunny or a cat or a monkey. At first the child was happy to see those animals, but after the researcher made loud noises behind his head, scaring him every time of these cute animals would show up, the child would cry whenever he saw those animals.
Fear is something you learn with the passing of time.