I agree with previous posters that rational fear can be healthy. On the other hand, there's something to be said for the confidence that a guide exudes bringing out the best in his (or her) crew. I know several former guides who I think are great guides, but who fell more into the "afraid" category, and that affected their guiding, and ultimately led them away from guiding whitewater.
When I started guiding, I was more from a climbing background. I saw the safety in the two sports as being opposite in a couple of ways. First, the protection: in climbing, once you fall, there's nothing to do except hope that the systems you built in beforehand were adequate. In boating, there's not a lot you can do until things go downhill. Now, obviously, we can definitely set up safety in boating, especially on bigger stuff. My views have evolved with experience, but the point remains that learning how to swim, how to flip, and how to recover is important stuff! To me, it's as important as learning to place cams and nuts effectively.
Second, I felt that with climbing, you could almost always back down, take a rest, try again, back up, and so forth, until you felt you had it dialed. In boating, once you hit that glassy water at the horizon line, you're all in, and you'd better follow through. I still look at it that way sometimes. When I get that feeling of, "hmmm, I wonder how this is going to go?" but I'm already committed, my approach is to force that down, and focus on the matters at hand. Being afraid once you're committed doesn't help me a whole lot.
Now, a healthy respect and fear before being committed to running a rapid is good. Never feel ashamed, or wrong or whatever for deciding to walk a rapid. I think it takes more guts in some circumstances to walk away than it does to shove off and run it against your better judgement.
I like Restrac's point:
dividing fear into 1) fear of danger to life and limb versus 2) fear of experiencing discomfort is an important distinction
Learning to differentiate between the two can be difficult, but is so important.
Alright, enough babble. As to your original question, I think since you're already three weeks into the training, you might as well stick it out til the end of training and decide then, that is, unless you're just miserable with it. If you're so afraid that you hate it, then stop, but if you like it and have some fear at the same time, might as well at least finish training and see how it goes for a bit. If the latter is the case, my guess is that that fear will mellow with time, experience, and skills.