I agree with Cuchculan that your fear has come from something and trying to figure out what, will help you solve it and hopefully get past your fear.
I have this fear too. Mine originated when I had an emergency operation, which I was awake for, common in the type of op I had (c section). The doctors were giving me drugs afterwards to relax me as I went into shock, and I remember telling them that I was afraid to fall asleep in case I never woke up again. Now sometimes when I'm lying in bed I get that pang of worry again, but I try to snap myself out of it and relax.
I also think that making a list is a good idea. Best of luck.