Are we taught to try to understand our fears?

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Accepted answer

Yes, we are taught to understand our fear and see where it comes from.

It comes from the projections of our mind.

As fear is based on something that we think may happen in the future, it is clearly a mental process which tries to predict the future - in that sense, the reason of fear is a projection of our mind. We can be afraid to fall, but once we are falling, we are afraid to hit the ground, once we hit the ground, we may fear we have a bad injury, once we know we have a bad injury, we may fear the pain and the consequences of not being able to work for some time or become disabled etc. So one could say that fear is always based on something that has not happened yet, and is therefore a fantasy of our mind rather than fact.

There are some fears which are wholesome:

Hiri and Otappa which are fear of shame and fear of unwholesomeness are called "Guardians of the world":

"Two lucid things, o monks, protect the world: moral shame and moral dread. If these two things were not to protect the world, then one would respect neither one's mother, nor one's mother's sister, nor one's brother's wife, nor one's teacher's wife ...." (A. II, 7).

There is another fear which results from the practice of vipassana as pointed out by eudoxus:

Knowledge of fear - bhaya-nana

This gives way to the knowledge of fear, (bhaya-nana). In the disappearance of everything examined, the mind at some level begins to realise: there is nothing beneath this parade of changes. There is no foundation. At a fundamental level, there is nothing at all. The result is existential anxiety. In its strong form this can manifest as panic. In its weak form, it can be merely a sense of existential unease, a sense of nothing going right, a sense of helplessness, a sense of loss of control. At this stage of the practice, the meditator’s insight into anatta, not self, usually takes the form of a sense of loss of control. The realisation that "I am not in control of β€˜my’ life".

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When training mindfulness (Vipassana), there are 4 foundations of mindfulness: body, feelings, mind, mental objects. "Mental objects" (also "mind objects", or "mind qualities") are usually sub-divided into 5 hindrances and 7 factors of enlightenment. Fear (also under the name of anxiety, worry, depending on translation) is one of the 5 hindrances.

When practicing Vipassana based on 4 foundations of mindfulness (such as in the Mahasi tradition), fear is definitely something to be contemplated (acknowledged), acquainted with, mindful of. By acknowledging it every time it arises, it loses (some of) its magic power it has over an untrained mind, and is seen progressively more and more as a "mental object", something which passes through the mind; thus is the mind purified of fear.

If you want the canonical text, here you go:

From Maha-satipatthana Sutta:

(D. Mental Qualities)

"And how does a monk remain focused on mental qualities in & of themselves?

(1) "There is the case where a monk remains focused on mental qualities in & of themselves with reference to the five hindrances. And how does a monk remain focused on mental qualities in & of themselves with reference to the five hindrances? There is the case where, there being sensual desire present within, a monk discerns that 'There is sensual desire present within me.' Or, there being no sensual desire present within, he discerns that 'There is no sensual desire present within me.' He discerns how there is the arising of unarisen sensual desire. And he discerns how there is the abandoning of sensual desire once it has arisen. And he discerns how there is no future arising of sensual desire that has been abandoned. (The same formula is repeated for the remaining hindrances: ill will, sloth & drowsiness, restlessness & anxiety, and uncertainty.)

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