If I were to say that the fear that you are experiencing is only in your mind, that would of course be true in the literal sense of the matter, but there is a more subtler point to it.
Animal are reactionary beings. When a gazelle sees or senses a lion approaching, the gazelle runs in the opposite direction.
That gazelle did not think to run, but only reacted to the stimuli. We humans also have this reactionary part of our being that, distilled through evolution, still rears its head; and at some very inopportune times.
The butterflies in our stomach before we give the presentation are a part of this vestige. Interestingly enough when polled, that seems to be societies greatest fear: public speaking.
Where are the lions?
There are no lions to chase after us, of course; that obvious statement is still the number one thing holding us back.
The Fear of Illusion
It is not the fearing of illusion itself but rather fearing the supposedly true things out there, but are in their reality, only mirages.