Children are fearless. They do whatever they want. They climb over roadblocks and they rattle every cage. They may scream and cry when they don't get their way, but they aren't ever afraid to try.
Adults are full of fear. Somehow, as we raise our children, we make them afraid of everything. Adults spend so much time thinking about everything that could go wrong that they end up convincing themselves not to do anything. People have anxiety and panic attacks about imagined circumstances.
As an adult myself, FDR's wisdom comes through much more. I understand that we waste hours, even days being afraid. But ultimately, fear is unproductive. If you are afraid something bad will happen, do something to prevent it. If it's unavoidable, then deal with the situation in the least damaging way possible.
Fear doesn't accomplish anything; it only makes situations worse. When you get over your fear and accept the situation at hand, it is about a hundredth as bad as you thought it was going to be. With that in mind, the most terrifying thing truly is fear.