Well, to answer the fear question.... if you are walking him or standing around and you notice that he seems to be nervous, talk to him. Comfort him and praise him, telling him it's okay.
Hopefully he'll realize that you are comfortable and that he too has no reason to be upset.
We learned this in my obedience class. The instructor was making loud noises that would generally alarm a dog. She was checking for master/dog reaction. The proper thing would be for the dog to look at his or her master to gauge a response.
So if mommy is cool with the loud noises, then I have nothing to fear too.
We were prompted to talk to our dogs, telling them everything was fine in a cheery voice and even pat them on the head reassuringly.
Nebo is still young and the world is so big. Hopefully he'll out grow the jitters. 
Hope I helped! Good luck!
~Kimmy, Zam, Logan, Raptor, Nimrod, Mei, Jasper, Esme, & Lucy Inara
RIP Kia, Chipper, Morla, & June
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