As previously mentioned, he is only afraid of ice cubes in a drink. There is no rhyme or reason for it, it's just always been that way. The other members of Zalgo's Army love toying with him. If he leaves his drink unattended for any period of time, you can guarantee he'll come back and find ice cubes in it. The problem here, is that he overreacts terribly. He doesn't seem afraid, but will pull some ungodly weapon out of his cloak and go bananas.