Frightened? Child, you’re talking to a man who’s laughed in the face of death, sneered at doom, and chuckled at catastrophe… I was petrified. — The Wizard of Oz

There’s no shame in admitting you’re afraid.  Bad things happen, and worse things are always possible.  The shame comes from turning tail and running away, or worse, cowering.  If you’re threatened and your only response is to roll over and expose your soft underbelly, you deserve whatever happens to you.