More often than not, due to the intense experience one undergoes during their first panic attack, one then fears having another.

This fear of having another panic attack is really just a fear of experiencing bodily sensations many associate with fear - rapid heartbeat, sweating, dizziness, difficulty breathing, tingling in the hands and feet, etc.  

Unfortunately, the more you fear panic, the greater the likelihood that you'll panic.  Frequent panic attacks can then lead to Panic Disorder.