(Inspired by Irina, but I'm not doing the actual survey, because my opinions are a bit too weird to fit into the framework.)
I cannot recall ever having had a nightmare. Not even in the phase of my childhood (around 5) when I had watched And Then There Were None and was freaked out to walk under open windows. The closest thing that I can think of is waking up and thinking, rather reflectively, "Huh. I think that must have been one of those scary-dream things that everybody talks about. What d'ya know?" but I do not recall the dream. Oh, and last shabbat, I dreamt that the person who was supposed to be layning had accidentally learnt the wrong parsha. But even then, there was at most one moment of panic and then everybody was doing what was necessary to cope, taking out tikkunim and teaching themselves aliyot and nobody was yelling at me, so it's hardly nightmarish.
I don't really feel much fear either. Fear of danger or pain, that is. Not that I'm an optimist, but I just never really see the point. Bad stuff may, indeed, happen. So? If it happens, it happens, and if it doesn't, it doesn't. Nothing I do can really affect that one way or the other. Bad things like that are so...finite that they are easily manageable. Take, for example, shots. I hate them, but I can't say I fear them. I'm going to sit down, there is going to be pain, I am going to not enjoy it, and then it is going to be over. There's nothing to be afraid of, since it's just a fact. I guess I feel the same way about most fears, like terrorism or disease. If it happens, then there it is, and now we have to cope with it. It won't be pleasant, it will be awful, but moping about it now does very little good. Do what you can about it and don't worry about what you can't.
Which is not to say that I don't get nervous when I'm walking down a dark street alone at night. But I don't really harp on the fear, since it isn't going to do any good, except maybe teaching me that I oughtn't wander around alone at night. Or when I'm driving, sometimes I'm hit with an awareness of my own vulnerability- if I jerked this wheel suddenly sideways, I could die. And I just...accept the fear, say "yes, good point" and move on.
But I am not fearless. Above anything else, I fear failure, I fear looking stupid, I fear disappointing others. This is fear over which I know I have a direct control, and it's the sort of thing that won't just be over, whatever, but is going to affect other people, and the future, and my self-image, and all that sort of rot. I guess that's why my 'nightmares' involve layning crises- it's a question of my having failed in my responsibility, not having done what I promised to do. Or I get anxiety-ridden over bad grades, because I know that I could have done better, because I know that I have failed others and myself. And I fear some social interactions, when I know that I will feel stupid and awkward, because the pain there is not quantifiable and finite, not easily handled or easily forgotten.
But even these fears don't really control me. I am not really riddled by anxiety or fear of social interaction. I know that I have these fears, and... then they also just become a fact. I say to myself, "Yes, dear, you're scared. I know. I'm scared too. So what? C'mon, we have stuff to do now. Oh, you're scared you're going to look stupid, are you? Sorry to hear that. Now move." Or else "You know what? Yes, that does sound like it's going to be unpleasant. You may be right, that it is simply not worth it, from a cost-benefit point of view. So let's not." I think that, in a way, the worst thing about fear is the fear of fear, because people think that once you're afraid it's some huge calamity or actually matters or something. Fear does not decide us, because it's just something there, just sitting there. We can take it into consideration, but there's no real reason to pretend that it doesn't exist, or to worry if it does. So I guess my phrase would be "We have a whole bunch of things to fear, including fear, but frankly, this should not unduly affect our actions." Not quite so catchy, but pragmatic.