It depends on the degree of fear and what it does to you.
I once knew a woman from California who feared “wind”. Where she was from in Southern California wind mean Santa Ana winds, which signaled fire season there. So, she didn’t like wind, she was somewhat afraid of simple “windy days” that we get frequently in New England – but that never stopped her from doing whatever she had to do.
If your fear incapacitates you and restricts important life activities – or even causes sleepless nights – then it’s something you might want to address to make the fear less debilitating. On the other hand, no one in his right mind has a picnic in a thunderstorm, so curtailing that as a “life activity” at that time only makes good sense.