I believe infinity is like eternity. It's something going on forever without end. The thought of something being eternal or infinite does scare me, but only because I'm used to thinking of things as finite or having an end.
According to my religion (and most religions), our souls will go on to live forever in the afterlife. But because we've gotten used to the idea of time and things being finite, we become unnerved when thinking about eternity and infinity.
I'm probably over-analyzing this, but that's my opinion about infinity and why we get nervous when thinking about it.
"On God rests my salvation and my glory; my mighty rock, my refuge is God."
"God is our refuge and strength, an ever present help in trouble."
Procrastinator and Obsessive are my middle names.
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Pandora Hearts, the most epic manga to have existed. 2006--2015
Yona of the Dawn, Most Epic Romantic Manga