NOTHING FOR FEAR, BUT FEAR ITSELFThis phrase was invented by President Franklin D. Roosevelt. It was one of his responses to the problems of the Great Depression. He was trying to tell people that their fears were contributing to the bad outcomes that they feared -- sort of a vicious cycle.
As far as how this relates to the idea of fear, I suppose that the main thing it tells us is that fear feeds on itself. Once we come to be afraid of something, we convince ourselves to be more and more afraid of that thing.