And he was scared of Ungoliant, and we don't know what she is, besides nasty, and hungry, and shaped like a huge spider (well, spiders are shaped like her, probably).

(He also got his foot almost cut off by an elf in single combat and walked with a limp ever after — well, at least until he got his hands and feet cut off by the rest of the Valar, I suppose —, but elves were mighty back then.)