Why scared BEFORE anything happens?

Why are some people petrified BEFORE anything had even happened? Begging of show, just walked in the room, haven't even entered the elevator yet and they look ready to cry?

It's like something happened off screen before entering the first room.

Also, why so scared at all? I've seen people crying Before the first challenge. Nothing has happened to warrant the fear and it's a GAME SHOW. Hello!? Not real?!