We want our children to develop courage, not fearlessness
From Lawrence Cohen's book Playful Parenting:
We don't want our children to be afraid, so we say, “There's nothing to be afraid of; don't be such a baby.” Or we say, “You don't have to go in the water if it's too scary.” But fear is fine; it is a basic human emotion and even necessary for survival. The gazelle who calmly keeps napping when the rest of the herd starts to run will be eaten by the lion. We need to help children develop courage, not fearlessness. Confidence, not toughness. You have to feel fear in order to be brave, otherwise you're just reckless and thrill-seeking. You also have to push yourself to do what you're afraid to do; otherwise you will never try new things.
(Got to this great book thanks to Derek Siver's book notes.)