Here's a breakdown:
* J' is the contracted form of "je" (I)
* ai is the present tense of the verb "avoir" (to have)
* peur means "fear"
You can also use "J'ai peur de" (I am afraid of) followed by the object of your fear. For example, "J'ai peur du chien" (I'm afraid of the dog).
Here are some other options for expressing fear in French:
* J'ai la trouille (informal, more like "I'm scared stiff")
* Je suis effrayé(e) (I am frightened, more formal)
* J'ai des frissons (I have chills, implies fear or anticipation)
The best choice will depend on the context and the level of formality.