I remember as a child lying in my room with my covers up to my chin, just staring around at the darkness. I was afraid of the dark for a long long time. Not sure what prompted the monsters in the dark fear, but it was there and still to this day, if I watch a scary movie, my mind moves to the worst possible scenario when I'm turning out the lights for the night.
My son, two, hasn't ever been afraid of anything. Not a lot of toddlers are unless something tells them to be afraid. Many times its the reactions of parents that fuel a toddlers fear. Sometimes though, it comes from nothing and they are just afraid.