Why is it that a sudden loud sound or movement, or some kind of surprise tends to invoke fear?
This phenomenon is not restricted to humans and can also be observed in animals
Its an autonomic (something you cannot control) survival reaction commonly called fight or flight. The fear you would be describing would be a flight reaction. Both fighting and fleeing are designed to help you survive life threatening confrontation.
An evolutionary psychology explanation is that early animals had to react to threatening stimuli quickly and did not have time to psychologically and physically prepare themselves. The fight or flight response provided them with the mechanisms to rapidly respond to threats against survival.