I think I mentioned this before, but I've been obsessed with rollercoasters since elementary school. Like all good obsessions you don't really know where they come from or where they will take you. The problem was, however, that I was too scared to actually ride any big rollercoaster. Part of me knew they surely were fun, but big rollercoasters are literally machines of fear which kept me from trying to conquer it. So my interest waned until I left high school and got my hands on two tickets to a nearby themepark. I knew that if I went alone I wouldn't be able to do it, so I asked my best friend to come along for support. I was nervous about it the entire morning. But I slowly moved closer and closer, I took my time. In the end, what worked for me was just taking the challenge on bit by bit. Everything becomes more manageable in smaller pieces. In the end I rode it like five times that day. Since then I've taken every opportunity to go on bigger and scarier rides.
I was the same with trains! Constantly read books about trains as a child, scared shitless when they actually went by. They are so loud, even now I get slightly on edge (doesn't help when I'm taking the central line and in order to get in the train, I have to stand about half a metre from the edge of the platform - I always lean back slightly).