This event happens in Chapter Ten of this novel, and occurs when Lefty Lewis and Bud meet for the first time. As it is so late at night and they are in such a deserted location, it is clear that Lefty Lewis is somewhat apprehensive about what could happen to them if they were to stay there at that particular time and in that location, as he explains to Bud in the following quote:
My problem is I'm not quite as brave as you are. I'm feeling very, very uncomfortable standing on the side of the road just outside of Owosso, Michigan, at two-thirty in the morning, and the sooner you can put my mind at ease about what you're doing out here the sooner we both can go about our business, OK?
Lefty Lewis never specifies what he is afraid of, but given the time and the location of where they are meeting, it is perhaps clear that it is that it is late at night and they are all by themselves in the dark. At such times, anybody would be afraid that something could happen, as they are far from other people and also far from any streetlights and therefore feel more vulnerable.