Sure. That's why you're clinging to that frying pan as though your life depended on it.

But since it you're not, there's no point in saying that it's a good thing to be scared. It's proof of an active imagination and concisousness of one's surroundings. Only a complete idiot with delusions of invincibility would truly believe there is nothing to fear in an unfamiliar place, especially one that can revive the dead.