If you cannot defend yourself, eventually someone will come along and take what you have.
Without being able to clearly, not only will it be almost impossible to make an optimal response when faced with an aggressor, you will often be your own worst aggressor.
Move past fear.
If you are governed by fear then many optimal solutions to problems will remain beyond your reach. Shed your fear and your possible actions in life open up significantly.
Learn physical self defense.
Sometimes the need for physical self defense can be avoided entirely. For those times when it cannot, getting healthy, staying fit, and learning a bit of close combat will go a long ways. Learn proper use of a side arm to level the playing field further.
Learn legal self defense.
It doesn’t matter how good your physical self defense is if you don’t know how to defend yourself in a court of law. In most first world countries more lives are ruined via legal systems than via physical violence.
Once you know how to defend yourself properly, your available options in most situations will increase.