Scared? No. Anxious would be a better word describing my, and possibly many other's, situation(s).
When I was to first fight Ganon, I was unsure of how I'd perform against him, especially with foreshadowing of how he's a mighty and unstoppable King of Evil. After defeating him for the very first time, I began to relax, and was no longer questioning myself on how I'd go about fighting him. In later games, he seemed to be much more of an easy fight.
I've also found this applicable with other Final Bosses. I feel confidant for the final battle, knowing that it'll most likely be easy bout.
After all, it seems like Zelda games are getting easier...