I'm no expert, but my experience has taught me some things. I fully believe that I accidentally "taught" one of my dogs to be more fearful of storms and fireworks when she was young. Of course, I was young, too, and didn't understand that's what I was doing. All I knew was that I could tell she was scared, so I comforted her every time. As she got older, she seemed to become even more fearful, and she developed some terrible behaviors in seeking comfort from me, which really didn't seem to help her feel more calm anyways.
I've found that what seems to work much better is to act completely normal and nonchalant when my dog shows fear of an item or noise, starting in puppyhood or whenever the fear starts. I don't rush to comfort. She can be near me and maybe even in contact with my leg or something, but I don't pet her or croon comforting words, and she can't climb on me or get under my legs or basically do anything that I wouldn't normally allow her to do (without my command). Those behaviors would result in a normal correction ("off", "get out of there", etc.) delivered in a normal tone. I think it calms the fear to some degree to see that I'm acting as if nothing abnormal is happening and that I don't seem to be concerned. They really do look to us as their leaders and feed off of our energy.
Now for a recent exception to that. When I used the food processor for the first time, it scared the crap out of Nox. She was only about 9 weeks old. She was fearful but still curious about the thing making all the racket. So I picked her up, let her sniff it, and dipped a finger in the food in it and let her taste it. Then I turned it on for just a moment while she was near it, then stopped it and let her sniff it and have another taste. Then I put her down and went about my business as if everything was normal. She's never shown the slightest fear of it since then, and I use it weekly while she's hanging out in the kitchen with me (which she does whenever I'm cooking). I don't think that would have worked with every dog and in every circumstance, but I had a feeling it would work that time, and it did.