There are a few things that scare Gylfi like not being good enough, losing but most of all horses. When he was a young child he had a few bad experiences with horses on his farm house compared to the other animals they had.

The first bad experience he had was horseback riding as a child. He was on a horse about to leave and the horse bended over to eat and Gylfi flipped the fuck out thinking it was going to buck him off.

Then when he was a teenager he though he had finally conquered his fear of horses. He went to feed them out in the field one day and walked behind a horse and kicked out behind him because of a loud noise he made. A few of the horses went crazy. Luckily, he did not get hit but it was extremely close to hitting him in the head. Ever since then Gylfi refuses to do anything horse related now, thank god there are not too many in Los Angeles.