[is] the beginning of wisdom: a good understanding have all they that do [his commandments]: his praise endures forever”. Every individual has their own unique experiences and perceptions about what it means to have God in their life. You said you are afraid, and you might be afraid of a lot of things- perhaps, the fear of judgment; or fear of men or fear of God’s demands of righteousness? If you are not sure, pray about it.
In James 4:8, the Apostle Paul says: “Come near to God and he will come near to you. Wash your hands, you sinners, and purify your hearts, you double-minded”. Micah 6:8 tells us: “He has shown you, O mortal, what is good. And what does the LORD require of you? To act justly; and to love mercy and to walk humbly with your God”. 1 John 4:18 reminds us that “There is no fear in love. But perfect love drives out fear, because fear has to do with punishment. The one who fears is not made perfect in love”. God promises joy evermore if we enter into His rest, but that means leaving elements of “self” behind. Jeremiah 29:13- “And ye shall seek me; and find [me], when ye shall search for me with all your heart”.
Are you fearful of losing friends, or family or maybe wealth like the rich man in Mark 20:18-23 who wanted to inherit eternal life? Jesus told him “You know the commandments: 'You shall not murder, you shall not commit adultery, you shall not steal, you shall not give false testimony, you shall not defraud, honor your father and mother.' When he told Jesus he had kept these commandments from his youth, the Master replied “"One thing you lack," – "Go, sell everything you have and give to the poor, and you will have treasure in heaven. Then come, follow me". The young man went away sorrowful because he had great wealth that he was not willing to sacrifice.
In contrast, others are afraid of NOT having God in their lives. In Psalm 37:23 David realized “The LORD directs the steps of the godly. He delights in every detail of their lives”. In the 23rd Psalm he could walk through the valley of the shadow of death without fear because the Lord was with him. What confidence and reassurance those promises provided for David and for us if we simply trust God for the answers.
Your question is difficult to answer without knowing more about you personally, but you may find helpful material on http://www.christianquestions.com.
May the Lord bless and keep you.