According to a recent study at the University of Helsinki there are a number of factors that cause a dog to have non-social fears.
The researchers studied 14,000 dogs of various breeds and found that those who were fearful of novel situations, noise sensitivity, slippery surfaces, heights and transparent stairs, for example, benefited from physical activity. Some dog owners avoid doing things with their dogs because they do not want to put them into situations that cause fear.
Lack of proper socialization is also a contributing factor that causes a dog to develop fear. They found that urban dogs are more fearful than rural dogs and fear is more common in spayed females and smaller dogs.
The article goes into more detail about the various breeds and the fears that they have. Interestingly they stated that Cairn Terriers were among the most fearful breeds.
The fact that there are breed differences indicates that a good breeding program can go a long way in reducing fear in breeds of dogs. Socializing puppies is something everyone can do. However, it should be done under the guidance of a competent dog trainer, especially for first time dog owners.