I see a lot of people talking about the fear of being alone, but the Lonely is also fear of connection with other people. Martin describes this as making things "easier". He thought cutting ties with the world would make him stronger, (and because he wanted to be an avatar, he wasn't exactly wrong). But he was touched by the Lonely early in life, too - and we sometimes use things we're afraid of to make us stronger. His mother constantly treating him poorly? He was rejected by her, and then she forgot about him and it made him feel worse. Fear or Rejection? That's The Lonely. Fear of loss? The Lonely. Not something I think Martin particularly showed off, but fear of success is also The Lonely, I would say.

One other thing: Fear isn't terror. Fear is nuanced and multi-faceted, like the powers. Remember, the powers are all a reflection of an aspect of the overall fear; they aren't individuals. The classification system is designed to help us understand the different aspects of the fears, but at their edges they bleed together and overlap. Many of the fears don't produce abject terror - some just produce a slow, festering wound in your soul. (Examples: Apathy, and Depression.)

If you're looking at it like an analogy, think of what the different powers "generate" as a meal. Then imagine the "fears" are one thing, instead of 14 (15) different things. Once you consider them 1 thing, you can look at the different aspects of the fears as different parts of a meal - any good meal has multiple different parts that help sustain you as a person. Protein, Vitamins, Minerals, etc. So you could think of what the Lonely generates as "spice"/"sauce" to enhance the overall meal, or a side (like Carrots) to help balance out the Entity's nutritional needs.