Answer:
I am very afraid of doing scary activities.
I may seem real but it always turns out I was never there in the first place... you only see me during a certain resting stage.
You can catch me but cannot throw me.
A move made popular by the King of Pop.
I have a neck and no head two arms but no hands. I go with you to school I go with you to work.
Though not a plant, has leaves. Though not a beast, has spine. Though many wouldn't need this thing, It's more valuable than wine.