Aristotle (in the Rhetoric) understands fear as an attitude towards a possible but uncertain future bad. I wonder if fear of the unknown fits into this schema. At first sight, I think it's easy to fit it in: if something is unknown, it's unknown whether it's going to be good or bad, so there is a possible but uncertain future bad when we meet up with the unknown. But it seems to me that this doesn't quite capture the phenomenology of fear of the unknown. It conflates fear of the unknown with the fear that an unknown bad will happen, and those seem to me to be separate things. And it seems to me that one can have fear of the unknown even where there is no bad at all being feared, say as one contemplates the Cantor hierarchy or the night sky.
Maybe, though, in fear of the unknown the potential bad isn't so much the potential that the unknown will be bad, but the potential for facing something—good or bad—that one is unprepared to face. There is a kind of bad in facing what one is unprepared for (say, a potential for inadequacy).
If this is the story, then it also gives us a way to understand the Biblical idea of fear of the Lord. It's not so much that one is afraid that the Lord will smite us for our sins—though that definitely can be a component—but that one is afraid that as one meets the utterly Other, the ultimate Unknown, one will be inadequate, nothing. And so the fear of the Lord is the beginning of wisdom: it is a recognition that one is nothing, that one may be—indeed, probably or certainly is (here the "fear" verges into what—on at least one translation—Aristotle calls "dread", an expectation of a certain bad) utterly inadequate. But this fear is not the completion of wisdom, for that involves the Unknown reaching out to us, entering into a relationship of love with us, even living among us.
Note, though, that the kind of inadequacy here is not just sinfulness. It is the essential inadequacy of all creatures. Thus, strictly speaking, it's a lack but not a bad. A privation of something due is a bad, but a mere privation is not a bad, and our being creatures is a privation of divine infinity, but is not a bad. If that's right, then a central component of this fear of the Lord is something that isn't quite fear (or even dread) in the Aristotelian sense—it isn't an expectation of a bad, but of something similar to a bad, an innate shortcoming of sorts. We do not quite have a name for this.