Initially, Vegeta was absolutely terrified of Frieza. However, after several power boosts and confrontations, the answer is more nuanced.
Historically, Vegeta's fear of Frieza stemmed from Frieza's overwhelming power and the destruction of Planet Vegeta. He lived under Frieza's thumb, constantly reminded of his own powerlessness. This fear was palpable throughout the early Dragon Ball Z saga.
However, Vegeta's pride and constant drive to surpass Goku fueled his relentless pursuit of power. He achieved Super Saiyan, and subsequently, transformations beyond that. As he grew stronger, his fear diminished, replaced by a burning desire for revenge and a need to prove himself superior to Frieza.
By the time of Resurrection 'F', Vegeta was no longer outwardly scared of Frieza. Although acknowledging Frieza's power remained immense, especially after Frieza's Golden Frieza transformation, Vegeta displayed a determination and confidence that overshadowed any lingering fear. He was eager to fight and defeat Frieza, demonstrating that his previous terror had been replaced with rivalry and a quest for supremacy. His interactions with Frieza in later arcs, like during the Tournament of Power, further solidify this shift. While still wary of Frieza’s capabilities and strategic mind, Vegeta doesn’t show fear.
Therefore, while Vegeta was once profoundly scared of Frieza, he eventually overcame that fear through his relentless pursuit of power and desire to surpass him.