I read with horror about the riders stranded 35 feet above the ground at Carowinds when a ride malfunctioned.
"I would have died of fright," I told my husband. This may or may not be literally true, but I am terrified of heights. I don't mean mildly frightened; I mean "my body won't move" terrified.
Then I realized I would never have gotten on the ride in the first place.
I can't remember exactly when this fear began, but I recall when I knew for sure it had taken over. A few summers ago I was paralyzed at Grandfather Mountain when the rest of my group crossed the swinging bridge as if it were a footpath across the beach. I could get just so far and then my feet refused to budge--except in retreat.
Maybe they're afraid some sordid event in their past will be revealed.
What are your characters afraid of?