There are a few types of anticipatory fears: fear of the unknown vs fear of the known.
Being warned that you’re about to put your hand on a stove helps elicit the latter. In our minds the unknown fear is expressed as something we know to fear. A mystery box contains a stove, we think. We also can associate unknowns with fear because we’ve been burned by them before.
The way to counter the latter is to do more things with an unknown outcome. This dilutes the fear-inducing experiences with better ones,