If you're apprehensive, you're anxious or fearful. If you live near a busy intersection with no stop signs, you might be a bit apprehensive about crossing the street.
Apprehensive is from a Latin word meaning "to seize," and it originally meant "quick to seize impressions or ideas, perceptive, intelligent." Now it means "anticipating something bad, fearful of what may happen." Synonyms are afraid, which suggest a more immediate fear, and fearful, which suggests a more general temperament ("a fearful child"). You can be apprehensive about a situation while being an optimistic and courageous person in general.