Afraid. Apparently Elijah would have had reason to be afraid of the other two captains, but not this one. So, God directs him to go with this third captain. Read 2 Kings 1:14-15.
Behold fire came down from heaven and consumed the first two captains of fifty with their fifties; but now let my life be precious in your sight.” The angel of the Lord said to Elijah, “Go down with him; do not be afraid of him.” So he arose and went down with him to the king.
2 Kings 1:14-15 NASB
This third captain had humbled himself before God and Elijah and had shown respect and value of human life, so God told Elijah to go. We can assume that Elijah would have had reason to be afraid of the other two captains.
When we trust God, we can rest in knowing that we do not have to be afraid to do anything that he ask us to do. God already knows how this is going to turn out and he sees the hearts and motivations of all people. When God tells us to move, we can do so without fear.