Walking on water is just a tad bit unnatural, so of course Jesus' disciples were frightened and thought Jesus was a ghost when He walked toward them on the water. Peter tested Jesus and said if it was Him, to command him to come to Jesus on the water. He did. All was well until Peter became frightened. He started to sink, so Jesus reached in and grabbed him.
Sometimes Jesus asks us to come to Him, but it involves walking on the water. It's scary, because everyone knows that if you try to walk on water, gravity takes hold and you start to sink. Isn't that the point, though? Sometimes God asks us to risk knowing full well we simply can't do it in our own capacity. He's asking us to have complete trust in Him and step in those murky waters and simply "Come" to Him. We don't always do everything perfectly and sometimes (many times) we doubt, but when that comes, He's there to meet us.
I often think of how it's easier to stay on the shore where I know I'll be safe. However, when I choose to do that instead of risking and stepping into the scary waters, then I'm also missing what He has for me in the unknown abyss. Jesus makes the risk worth it.
Scripture reference: Matthew 14:22-36