It may have been because of a painful experience from it while not properly numbed or simply because they are terrified of such a thing being used in their mouth.
This is where sedation dentistry comes in so the patient (you) will be completely relaxed while the dental procedures are being carried out.
However, it should be a lot better to conquer your fear of the drill or it may keep you from visiting the dentist altogether.
If you're fear come from uncertainty in how the drill works, then getting familiar with it should be the first thing you should do.
For this step, it's a good idea to ask your dentist to show you the drill and explain how it works.
Dentists are familiar with techniques on how to make people comfortable with the treatment.
People fear different aspects of the drill and depending on what yours is, there are ways to address it.
If you are afraid of the sound it makes (associating the sound of the drill with pain) then you could try using music players and good earphones that don't fall off to block the sound.
To make yourself feel relaxed and comfortable during the treatment, playing your favorite music helps a lot.
If you are afraid of the look of the sight of the drill itself, there are plenty of ways to address the issue.
The most common would be to close or cover your eyes.
Entertainment systems like a TV and DVD player can sometimes be found in a dental office.
So if your dentist has one of those, you can distract yourself by watching something on it.
You could continue doing the same things during every visit until you become used to the sight of the dental drill.