When do we use afraid + infinitive (to climb, to say, to go, etc.) and when do we use afraid of + …ing form (climbing, saying, going, etc.)?
We use afraid + infinitive when we explain the fear itself:
I am afraid to go out in the dark.
He is afraid to travel by plane.
They are afraid to cross the high bridge over the river.
We use afraid of …ing when we see an unwelcome result of an action:
I am afraid of falling.
(= I am afraid because I might fall.)
He is afraid of making a mistake.
(= He is afraid because he may make a mistake.)
They are afraid of getting lost in the forest.
(= They are afraid because they may get lost.)