It was easier said than done to "not be afraid" but Melchior certainly tried to put it into perspective.
He tried to imagine he was the one sent on an assignment to spy on a Second Layer bonded, a guest at the almighty Parth manor. Then all of a sudden the guest discovers you, hijacking control of your spirit while you're trapped in its body, unable to do anything.
Instead, you're forced to watch that guest as he silently makes his way to where your body lies, paralyzed. He then restores your consciousness, then immediately teleports you to perhaps the strangest place you've ever been in your life.
Safe to say, if he were in the same shoes as Rane right now, he would definitely be afraid to some degree.
And it was especially more so with the terrifying appearance of the Fallen Angel Space. From the completely black backdrop to the gargantuan eye floating in the sky; illuminating the space with hints of red, and to finally the never-ending rain of dark feathers.