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Ex-Navy SEAL: This is the first step to take to conquer your greatest fears

Experts say that your fears could be holding you back from success.

No one is immune to anxiety, not even Navy SEALS. Jocko Willink spent 20 years in the U.S. Navy SEAL Teams, and he served in one of the most highly decorated special operations units of the Iraq war — and he has experienced fear throughout his career.

Along the way, he's learned how to deal with it.

"The first thing you've got to realize is that most of the fear that you have isn't reality," says the former SEAL, who is now an author and leadership coach. "It's just built up in your head."

The best way to get over any fear is to face it with confidence, he tells CNBC Make It: "Go and look at it. Go on the attack. Move towards it."

As tempting as it may be to avoid or suppress fear, that will only exacerbate it, Willink says: "The more you hide from it, the bigger it gets. The scarier it gets. Don't allow that to happen — instead, confront it, face it and get after it."

Willink gives the example of jumping out of an airplane, which he had to do in SEALs training: "The first time you ever jump out of an airplane, it's a very unnatural thing to do, and if you have any sense of self-preservation, you're going to look at the open door of a moving aircraft that's at 1,200 feet above the ground and you're going to think to yourself, 'This doesn't seem like a good idea.'"

But, "if you sit there and think about all the things that could go wrong, that fear is going to grow and grow and grow."

"The more you hide from it, the bigger it gets. The scarier it gets. Don't allow that to happen." -Jocko Willink, ex-Navy SEAL

Whether you're about to jump out of a plane or face any other fear, such as speaking in public for the first time, don't back away or delay the task at hand, says Willink.

"When you start to feel yourself lock up, recognize that you're being paralyzed, and take that first step forward," he says. "That first step is the hardest part. Once you take that step towards what you're afraid of, you're going to move forward and things are going to be OK."

Self-made billionaire Warren Buffett, who overcame an intense fear of public speaking, agrees. "Address whatever you feel your weaknesses are, and do it now," he wrote for Forbes. "Whatever you want to learn more, start doing it today."

As Willink puts it: "Don't hesitate. Go."

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