We bring them into our world and expect them to understand and cope with everything modern world throws at them.
Dogs tend to like their routine, some even more so than others do. How well your dog reacts to new environment and people is likely to be linked to how well he was socialized as puppy. Puppies that get enough pleasant exposure to new people, animals, places, and objects during the critical socialization period (which lasts from 3 to 16 weeks of age) are less likely to be afraid of new situations when they grow up.
Well-socialized dog can still develop a fear of new situations, e.g. after some particular bad experience of something. Some breeds are also more prone to nervousness and fearful behaviour than others are, i.e. fearful dog by nature.
Neophobia is usually linked to lack of socialization, as it specific to how the dog reacts to things that he has not experienced in the past, e.g. if the dog is flying for the first time or has never seen a horse before. Dog that fears unfamiliar person or dog, does not suffer from neophobia as he has met other people and dogs before.
Still, many dogs can easily deal with new things and situations that they were not exposed to as puppies. While others have serious problem handling them, i.e. are neophobic.
Neophobic dogs thrive best with a rigid, unvarying schedule of daily events. If you have a neophobic dog, try to feed, groom, and exercise him at the same time every day.
It can be difficult to rehabilitate neophobic dogs, but treatment includes some form of dog behaviour modification techniques, like systematic desensitization and counterconditioning. You may want to seek professional help (canine behaviourist) for best results. You may also want to use natural calming aid for neophobic dogs.
Some neophobic dogs may benefit from natural calming aid for dogs, like maxxicalm. It does not cure neophobia in dogs, but it can help neophobic dogs to cope better with new situations. For best results, implement also rigid routine and follow your canine behaviourist advice.