This is due to our association with the illusory energy of the Lord, known as maya or external energy, yet all fear is vanished as soon as there is the sound of the Lord, represented by His holy name, as it was sounded by Lord Sri Caitanya Mahaprabhu in the following sixteen words:
Hare Krsna, Hare Krsna, Krsna Krsna, Hare Hare
Hare Rama, Hare Rama, Rama Rama, Hare Hare
We can take advantage of these sounds and be free from all threatening problems of material existence.
SB 1.11.3, Srila Prabhupada purport