One way I've used to cope with my smaller fears was to do something I was absolutely terrified of. I was scared of heights, so I went abseiling off a 300 foot cliff. I've also done a high-ropes course, which is like an obstacle course 40 feet up a tree.
The main thing I noticed from doing this is that I wasn't as afraid as I thought I was. Once I was doing the activity, the fear had melted away. I was able to do things I thought impossible, and I could stop and think and enjoy the experience.
Now every time I find myself facing a fear, I remind myself that I could hang off a cliff and the confidence just flows into me. In the rare cases that this doesn't work, I ask the question "In 30 years, will I regret not doing this?" Answering this question usually gives me the courage to succeed.
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