Yep. The future's always felt a little blurry to me. Most of the time I hate uncertainty unless I'm moving towards it consciously. Since discovering MBTI I've basically linked the whole dislike of unexpected major changes to Si being forced to adapt to a future that may be trouble. It does fit in with the whole cautious (pessimistic) attitude that SJs are supposedly known for.
Yes, I do fear the unknown. I guess my Si is much stronger than my Ne.
Past experiences do shape what I do and do not currently fear. If something I fear happening does happen, I will not fear it so much in the future if the experience ends up going better than I imagined. The flip side is that if it turns out worse than I imagined or was prepared for, I will fear it even more in the future. I also tend to fear things that I've seen other people experience that have been very painful for them.
I survived internal injuries after a bad car wreck and almost died several times. During that experience, I found out that I am stronger and my body is stronger than I realized it was. My fear of being in a car wreck has actually lessened to some degree since I experienced one.
However, I have also seen my father and a close friend die, along with numerous other relatives and friends. The fear of losing someone else and of learning how to cope without them (a husband, especially) is very real to me.
The unknown in general is scary, but I work hard not to let my fears be debilitating. I make a conscious effort to face my fears when I believe it is wise to do so. Risks take a lot of courage for me, and every one I take is well-calculated.