A good quote from author Seth Godin:
The cost of failure is not that a saber-toothed tiger eats you… the cost of failure is nothing. The worst thing that will happen is that you will fail and no one will notice.
He even goes as far as to say that fear drives mediocrity. The details are certainly up to debate (comfort is another variable, and a bank could eat you). But you can’t deny that fear of the unknown definitely comes into play in any life decision. It is a major barrier holding back people from their dreams, and so it’s good to realize that you may be over-reacting. If you experience fear, think about the worst-case scenario. Personally, I can run out of money and be forced to get another job. When I realized I was unsatisfied with my job and have plenty of time to rebuild my savings, there wasn’t much left to fear. Then, picture the best-case scenario, and you’ll see that you have much more to gain than to lose.