We all battle with some form of legalism no matter where we are. While many of us do not rely on works to save us, we functionally live as if our works is what God sees when He looks at us, rather than the righteousness of Christ. So, in order to be safe, we place our trust in our adherence to a set of rules, rather than walking by faith in Christ.
Check out this great video by Derek Webb about how a legalistic approach to life blinds us to the glory of God and limits our enjoyment of Him. And as the song ends, when God gives you a greater view of and enjoyment of Him and His gifts, do not be afraid.