To lessen your fear, you need to have a plan. Although it might not completely remove your fear of what's lurking around the corner, or what's hiding behind a door, having a plan gives you direction as to what you have to do when panic sets in due to fear.
My simple advice is to always look for rooms that you can hide in before you venture out into a far distance. By doing this, if ever a monster suddenly shows up nearby, you have an idea of where to hide and wait until it's gone. When you are traveling in hallways, try to leave a potential hiding room's door open, especially if there is a cabinet or a dark spot that you can hide in. Also, when staying inside a room, it's best to close the door so that even if a monster suddenly passes by, it won't notice you right away.
It's also a good idea to practice quickly turning around, running, opening a door and quickly shutting it behind you. You will need to do this if you wish to lose a monster and have a chance to hide.
Anyway, have fun with this wonderful horror game