Fear can be a healthy thing. Humans developed the capacity to be afraid for an evolutionary purpose. It was a way for our ancestors to intuitively understand which things they should avoid in case of danger. In that way, fear helped humans stay alive in situations they might not have lived through without being afraid.
Most of us don't live in the wilderness anymore. Our lives don't revolve around hunting food and avoiding predators. Still, we experience fear just as our ancestors did. Unfortunately, the amount of fear that we feel can become out of balance with the amount that we should be feeling given the situations we are in. For example, a person who has social anxiety fears what others will think about him. That fear is rooted in the desire to belong to a group, which, in the earlier years of our species, meant an increased chance of long-term survival. The socially anxious person takes that healthy dose of fear and multiplies it exponentially, making every social interaction feel like a matter of life and death.
When fear becomes too strong, it can disrupt our lives. The socially anxious person may stop venturing into the public entirely. Those with a fear of flying may be prevented from seeing the world. Those who fear car accidents may never leave their town. This is why people want to escape fear. By doing so, they can live fuller lives.
Getting rid of fear isn't always easy. Different strategies work for different types of people. However, one of the best strategies for dealing with the harmful effects of fear is awareness of the sensations of being afraid. You should train yourself to notice when you feel afraid. What's causing it? Is it something you really should be afraid of? Or is the fear that you're feeling an overexaggerated reaction to the situation?
As you practice noticing your fear as it happens, you begin to be controlled by it less. There becomes a part of you that's afraid and a separate part of you that's watching the fear and your response to it. Become the watcher, and you'll find that fear is unable to control you as much as it once did. It will still be there to a certain extent. That's biology and there's not much that you can do about that. However, you won't be affected by it as much anymore, which I think is really the goal.