"Actually, I'm afraid of plenty of things. Clowns put me on edge, really big bugs get a hard pass."

Isolation. Injured people on cold nights.

"If you focus too hard on relaxing you'll just feel stressed about how you can't relax. Think of something else. Let your mind drift. You ever meditated?"

Maybe meditation would help. Not that John was, strictly, ever very good at it but he spent a long while trying. He doesn't know if what he did exactly counted as meditating but it was relaxing, which is... really the end goal here. To relax Ianto a little.