MaryJane: There are only two places in the NT where spirit of fear is mentioned. One is easy.
Romans 8:15 Rom 8:15
(15) For ye have not received the spirit of bondage again to fear; but ye have received the Spirit of adoption, whereby we cry, Abba, Father.
In context this does not speak of a "spirit of fear", but rather the spirit of bondage unto fear that comes when we are bound up in trying to please God by keeping the law. Paul is saying that the law put us in bondage to fear. "Have I kept if perfectly. What if I missed something. Am I good enough to earn heaven or will it be hell?" Fear! But we have instead received the spirit of adoption. We are sons, and as such have NO fear of punishment or wrath. We have been saved from wrath and the accompanying fear of wrath and have been made sons of God.
The second is 2 Timothy 1:7 For God hath not given us the spirit of fear; but of power, and of love, and of a sound mind.
The word translated here in the KJV as "fear" is a totally different Greek word than that translated "fear" in Romans 8:15. This word simply means timidity, and in the context of what Paul is writing to Timothy it can mean nothing else in my opinion. So here we have nothing called a "spirit of fear", but rather timidity of spirit that is alleviated or overcome by stirring up the gift of the Holy Spirit within us. Recall that one of the reasons for the Holy Spirit's being sent was to give us power or boldness.
Jesus said over and over again in the NT "fear not". If it were impossible for us to "fear not" then Jesus would have been unjust in this command. But the truth is that we can live a life without fear through the grace and power of God. The enemy will bring fear to us, our own flesh will be tempted to fear, but we can have victory over fear through the power of the Holy Spirit. There may be evil "spirits of fear" that are sent to attack people. I have known people who were so bound by fear that I knew it to have demonic origin and these people needed believers to pray for them and bind that spirit to see deliverance. I think this has by far been the exception rather than the rule. Most of the time we have just put our attention on the carnal rather than the Word and it has caused us to fear in our flesh. Most of the time we can simply turn our attention to the Word of God and deal with the fear through prayer and the word.
Is it a sin to fear when Jesus said "fear not"? Well it would have to be wouldn't it. Isn't it wonderful that when I find myself in that situation I can simply repent of the fear I have been walking in and trust in the power of the Holy Spirit to give me the ability not to fear anymore in that area. Oh the grace and mercy of God is wonderful is it not? Do you have some people who you can share the fear that comes to you with and allow them to pray for you?
I also want to speak a word of caution. Don't get bound up in fear because you are worried about sinning against God because you are in fear. I can guarantee that there will be many times in the future that the Holy Spirit is going to turn His light on an area of your life where you have been sinning against God for years and years and prompt you to repent and deal with that area, and I can also guarantee that there will be times when this dealing will take a little bit of time and process. Rely on the grace and mercy of God, it is so precious.