By fear of the unknown, I mean literally someone who is uncomfortable with ideas like "we don't have an answer for that"; you can apply it to questions like "What happens to our thinking self when we die?", "Did the universe always exist?" and even "Does anyone really care for me?"
With regard to ignorance, I'm describing a lack of data; either because it hasn't been looked for, it was looked for and not understood, or one has been outright misinformed. But it goes beyond this, and that's where gullibility comes in. Gullibility is that error of cognition that accepts weak (or non-existent) data as sufficient to making a case.
Weak critical thinking skills, as used here, is a summary description of the inability to look at what one actually knows, clearly discriminate it from what one imagines or wishes might be so, and only establish high confidence in consensually experiential, repeatedly verifiable, high quality information.
I don't mean to suggest that the above is precisely correct; only that it is approximately or generally so. No doubt there may be more than three contributing cognitive failure modes, and more than one intersection that could be characterized as a "perfect victim." How one is brought up is also a major factor: early inculcation of superstition is often very difficult to reverse.
My goal here is simply to get the idea across that belief in the unprovable, or even the incorrect, isn't a consequence of simple stupidity.