Socrates was a teacher, scholar, and philosopher in ancient Greece (470 to 399 BCE). He is considered to be one of the wisest people of all time, having laid the foundation of Western systems of logic and philosophy as we know it today. His Socratic Method was the cornerstone of this.
Unfortunately, many others in Greece didn't think that way during his time, and he was sentenced to death by hemlock poisoning. They thought that Socrates was "corrupting the young" with his teachings of wisdom.
Prior to receiving his sentencing to death, Socrates was given the opportunity to present his case of why he was innocent. During his speech, he addressed the point of why he didn't stop preaching his philosophy, even when he was threatened and knew that not stopping would lead to his death.
What Socrates said was not only profound, but a perfectly logical explanation of why fearing death, and the unknown in general, is foolish.
"To fear death, gentlemen, is no other than to think oneself wise when one is not, to think one knows what one does not know. No one knows whether death may not be the greatest of all blessings for a man, yet men fear it as if they knew that it is the greatest of evils. And surely it is the most blameworthy ignorance to believe that one knows what one does not know."
No one truly knows what happens when we die. There are theories and beliefs, but thus far no person, whether in the past or living today, has been able to present concrete evidence as to what happens. It could be horrible like the fires of Hell, neutral like not feeling anything, or amazing like going to Heaven. But, we just don't know.
If you were to fear death then it means that you are being scared of something that you do not know about. You don't know what it is and, as far as we can tell, will never know what it is. So how do you know if you should fear it or not?
The same idea applies to any other unknown.
How do you know that a relationship break up, career change, or shift in your life will be good or bad? You only assume that it's bad because it's different from what you have now. The assumption that the future will be bad because it's different from the present is what makes you feel anxious.
But, as Socrates says, such thinking is not wise. One shouldn't rely on assumptions but on reality. Take on every change courageously and adjust as needed to the new environment based on real information, facts, and logic. That is the true way of wisdom and rational thinking.
There is no need to be scared of death or anything that is unknown. It is not wise nor reasonable. You'll find out what it is soon enough and handle it just as you have handled other changes in the past.