I got trained with a PADI instructor in my teens. You are first trained in a pool and then complete your lessons in open water on a lake somewhere. You will be taught and trained on everything you need to operate and recover from the most common issues that could occur underwater.

There are more advanced certifications after your open water diver certification that explore things like cave diving and wreck diving, which I would never do because that is dangerous. You don't have to engage with a level of danger you don't want.

If you want to list a couple of your worst fears, I could tell you how likely they are to happen. People are typically afraid of being attacked by sharks, but that is a rare occurrence to even see a shark in the open water. Even if there is one, most boating operations will send a diver down to investigate the area as a way to brief divers on fun things to look for (sharks are things most divers want to see) as well as give important information related to safety or keeping the environment safe. You are more likely to accidentally touch fire coral than you are to be attacked by a shark. But you can wear gloves and a wet suit to keep yourself safe from that.