Yea, though I walk through the valley of the shadow of death,
I will fear no evil;
For You are with me... (Psalm 23:4a)
The reality is, the world we live in offers much to fear, and precious little comfort to go with it. The average person is left with only a few choices for how to live in this world, then. We can ignore it -- that is, pretend the trouble isn't as great as it is. We can choose (because it IS a choice) to live in fear. We can become fatalists, believing that whatever's going to happen will happen, and there's nothing we can do about it anyway. Or, we can believe that whatever does happen, we serve a God who can make it to work together for the good of those who love Him (Romans 8:28).
Following the Shepherd isn't about ignoring the trouble around you; it is about acknowledging that He is greater than whatever the world can throw at us. Evil will do what evil does. Evil men will behave in an evil manner.
When David talks about the Valley of the Shadow of Death, we recognize that, on some level, we tread that same valley each and every day. Death always hangs overhead, to some extent or another. Even when we're not thinking about it. From accidents to ailments to the acts of men, the number of things which could rob us of our lives while we're not paying attention can, if we let it, be truly daunting. We needn't pretend those things don't exist -- but we needn't fear them either.
You have two things the rest of this big, bad world does not have, and they are all the advantage you'll ever need. You have the knowledge that death is not the end for us, but merely a step back toward Home. And you have a loving Shepherd who, even in the valley of the shadow of death, stands with you, walks ahead of you, and leads you where He knows is best.