2 Timothy 1:7 - "God has given us a spirit not of fear but of power and love and self-control." (ESV)
It is a natural thing to feel afraid. To live with fear is something different. Based on past experiences, we can fear many different things: pain, rejection, the dark, the future, men, women, failure and many more. The feelings of fear that come over us from time to time are a normal part of living. But, when we live with fear, we choose unbelief in God's character. We are choosing to believe a lie that says, "I am alone and without hope. There is no one who will rescue me. I must fight for myself."
God's promise is that he has given us his Spirit. Though the feeling of fear that comes over us may be strong, the Spirit that lives within us is stronger. The Spirit brings power, love and self-control with him. Basically, he gives us the ability to be confident, even when our feelings say otherwise. This is not a trick of mind. It is reality. The Spirit is more real than your fear. He is reliable and will never leave you. You don't have to run somewhere to get this Spirit of power, love and self-control. He is already with you and in you.
The truth of God's Word must ring louder in our ears than the fear. That is why memorizing and meditating upon this promise is so important. When a feeling of fear begins to creep up in your mind, declare this promise aloud - several times if needed. Your declaration brings truth into your situation, and will ultimately change your feelings. The Word of God is likened to a sword (Heb. 4:12). Use it as a sword to cut through the fear that harasses you.
Step out in confidence in the face of fear. Remember, the Spirit of Jesus lives in you. Call out to him, then speak out his promise.