The first thought
Contemplating nothing and being frightened is completely understandable but not logical.
Why?
Because for millions and trillions of years before our birth this was the state we existed in. If we have a "natural" state - this non-existent state is it - and we were always completely at one with this state for the trillions of years prior to our birth. Why should returning home be a problem?
The second thought
Since it may be a long time since our birth and we will, in any case, find it difficult to imagine what our natural pre-birth state was like; being frightened is completely understandable but, again, not logical.
Why?
Because our definition of a really good nights sleep is one that is so deep we have absolutely no knowledge or recognition of it. We therefore have - when we sleep well - a completely non-scary and wonderfully relaxing reproduction of our pre-birth state each night. Why should returning to this state be a problem?