Unless you’re the Dark Knight of Gotham himself, it’s perfectly reasonable to be scared of the Joker. The list of terrible things the Joker has done is as lengthy as it is horrifying, and the artists of DC Comics have had eight decades' worth of opportunities to depict the Clown Prince of Crime in all his grinning cruelty.
The DC creators don't always capture his character in the same light, but those who really “get” the Joker always portray him as a villain who is as frightening as he is funny, as monstrous as he is manic. These comic book panels don't exactly “put a smile” on readers’ faces - and that's exactly the point.
You might also be interested in this list of The Best Joker Storylines.