I get scared/freaked-out while playing minecraft! What should i do?

I have this problem. Like i love to play fps. Tps. Games! But sometime on some games i panic! And get freaked-out and i see that red X button. I pause my game and go for not seeing where i'm standing did i save my game. And after it, it makes me feel confortable!
but i love minecraft! I see all these people on youtube yogacastsjin. Paulsoaresjr. I get inspired by there videos and i start up my game. And when i look around. I start searching and then i see a cave and again i get freaked out by the sounds of zombies. Nearby-caves. Skellitons.
_______LONG BORING STORY OF MY PANIC SURVIVAL JOURNEY____________
recently i was playing a tremendous survival! But i didn't had any coal for the torches so i faced my fears and went into the cave. It was actually going okay. I was saw a zombie and i killed him. And i marched looking for the coal. I saw that i'm on a huge cliff in the cave! And it was way down to the waters in the dark! I suddenly heard a skelliton's sound and i panicked and i accidiently fell over! Damn! I got so much freaked out that i dug me a hole to hide! But it was no use i got up and marched for the coal facing my fears again! I got the coal! Like 50 of it! Some of it was near the lava. I didn't realize a coal cube is blocking the lava to come to the other side i accidiently did the sh*t! ;'(
_______________________________________…

* when i see skellitons/zombies/creepers in panic i don't run away from them. But i go and fight them. Why do i do that?
* i don't like being scared
* i don't like making my spots near caves
* tell me that if i run from skellitons/zombies/creepers will they chase me in night? Or creepers in day?

and also give me some tip about not being scared in minecraft.

Man the **** up, it's Minecraft, you'll be fine.

*It's ok to fight the monsters. You have to get their cool stuff anyways.
*People are scared of everything. People react differently to different things. You my friend react a little more to minecraft than others.
*A lot of people prefer not to make homes near caves. I personally like to when i start a map so i can get supplies. Afterward, I move and start a huge project.
*All monsters follow you, day and night. Yes, creepers follow you during the day.

*If your scared, you can always pause the game and think of what to do next. Fight of flight, you decide.

Realize its a game and can't harm you in any way. Yours is what's called an irrational fear. You know its silly, but can't help it. Exposure to the fear works best. You know, face your fears and whatnot… "Bravery is not the lack of fear, it is the will to carry on even when afraid"