A is for Atychiphobia
Mai was sure Zuko had atychiphobia, the fear of failure. He tried so hard to do his best, not to fail. He also freaked out whenever he even came close to losing. Zuko's mother realized this early, and Mai did, too.
She became in full knowledge of Zuko's fear of failure when he failed to help his uncle in the catacomb that one day. At the palace in Ba Sing Se, he seethed anger out of every pore, though he acted to be mad at Azula. As the victorious princess left her brother to swell in her glory by herself, she left Mai to supervise him. He stared at the wall, ready to blow fire at anything that decided to upset him.
Mai got up from the seat she was sitting in, and sat next to Zuko instead. He slid further from her, but Mai only decided to scoot closer. Zuko stared at her. What is she doing?
"It's not your fault, Zuko," she said. He just continued to look at her, but with less anger.
"Yes it is," he said. "Uncle needed me, but I chose to side with Azula instead. I…" Zuko couldn't finish his sentence.
"...Failed him," Mai finished. "Yes, you did." Zuko looked towards the ground, and she saw a single tear drop hit the ground. He leaned against her, and Mai did what she could: hold him and tell him that everything would be okay.
She knew it would be, too. Mai had fears, as well; everyone did. But she didn't let her fear get in the way of helping Zuko right when he needed her.
Yes, Zuko let his fear of failure play a part in his life.
But Mai was yet to learn from her fear: the fear of getting too attached to someone.