"Luther distinguished between that and what he called filial fear, drawing from the Latin concept from which we get the idea of family. It refers to the fear that a child has for his father. In this regard, Luther is thinking of a child who has tremendous respect and love for his father or mother and who dearly wants to please them. He has a fear or an anxiety of offending the one he loves, not because he’s afraid of torture or even of punishment, but rather because he’s afraid of displeasing the one who is, in that child’s world, the source of security and love."
Read more at: http://www.ligonier.org/blog/what-does-it-mean-fear-god/