The setting of Edgar Allan Poe's "The Raven" explains why the speaker of the poem needs "to reassure himself by repeating that the tapping is only some late-night visitor."
First of all, stanza one tells us it is midnight, and a "dreary" one, at that. The speaker is sitting in his library or study, and he is "weak and weary" from studying or reading some of his old books (or thinking about them as implied by the word "pondering"). Even worse, he has nearly fallen asleep, but not quite, when he hears a tapping on his door--and we all know what it is like to be startled awake in a hazy pre-nap daze. Finally, the knocking is on his chamber door, the door to this room, which is presumably not the door to his house.
Stanza two adds a few more details which add to the rather eerie aspect of the setting.
Ah, distinctly I remember it was in the bleak December,
And each separate dying ember wrought its ghost upon the floor.
And stanza three adds the finishing touches by adding a few more elements of fearfulness to the scene. Now he hears something more than a gentle tapping on the door.
And the silken sad uncertain rustling of each purple curtain
Thrilled me - filled me with fantastic terrors never felt before....
A tapping can be ignored, but it is a cold. bleak midnight and the speaker is sitting alone, half-napping, in his study and he he does not expect to hear any noises, especially not some rustling curtains. Naturally his heart starts beating quickly with fear, and he has to talk to himself as a reassurance that there is nothing other-worldly happening here tonight, as he is mourning the loss of his beloved Lenore.
So that now, to still the beating of my heart, I stood repeating
"'Tis some visitor entreating entrance at my chamber door -
Some late visitor entreating entrance at my chamber door; -
This it is, and nothing more...."
He hopes the knocking is just a "late-night visitor" and "nothing more." The "nothing more" could be any number of things, but remember he is mourning a death and has been reading "quaint and curious" ancient books, hoping to relieve his sorrow. He has to be thinking of ghosts or spirits from another realm. The setting, in addition to the speaker's state of mind, creates an atmosphere in which it would be easy to fear something supernatural.
When he hears the knocking, then, the speaker does what we have all probably done--tried to convince himself that nothing bad is behind the door...or under the bed...or in the closet....