In The Problem of Pain Lewis tells us about the numinous and about how it relates to fear. He says the fear of the numinous could be otherwise stated as dread and awe. It can be explained as the sort of dreadful awe that comes with belief in the supernatural. People are naturally equipped with a strange supernatural dread and awe of the concept of spirits and the like.
Lewis gives an example, hypothetically drawing a scenario of a man who is told that a tiger exists behind a certain door. If that man believed that there was, in fact, a real tiger behind the door, then he would of course inevitably be deathly afraid for his life if he were also told the door would be opened, because he knows that tigers are vicious creatures and he is afraid of experiencing the physical pain and probable death that would ensue if he were to be exposed to the creature.
Humans have a natural fear of being physically wounded because of the pseudo-physical emotional response that we call pain, which inevitably results. The ultimate culmination of pain is death, which is the natural epitome of human physical fear.
If, however, that aforementioned man was told that there exists a ghost behind the door, and he believed it, he would experience a different kind of mysterious fear. The fear would not be based upon premonition of future physical experience, but upon something else solely related to the spirit, or at least his belief in the spirit. Lewis explains how the idea of dread and awe of the numinous can be seen in historical and in modern culture. He also explains how it must ultimately come from either a real experience on the spiritual level, or by some twist of our physical mind that causes it.