Getting a “rush” vs. feeling terrorized

The main factor in how we experience fear has to do with the context.

When the "thinking" part of the brain gives feedback to the "emotional" brain, and we know it isn't really a threat, we can quickly shift from fear to enjoyment or excitement, such as in a haunted house during Halloween season. However, if you were walking in a dark alley at night and a stranger started following you, both your emotional and thinking areas of the brain would agree that the situation is dangerous and that it's time to escape.