Proverbs 9:10 and Isaiah 33:6 are referring to the fear of offending the Lord or sinning.
I believe in Genesis 15:1 God is telling Abraham that he does not need to have fear, because he did a good thing by rejecting the king of Sodom's reward in Genesis 14:21-24.
The Catholic EncyclopediaBible states it pretty well when it says, "Lastly, the gift of fear fills us with a sovereign respect for God, and makes us dread, above all things, to offend Him."
This is saying that we should have so much respect for God that we should fear ever offending him. While the source is Catholic, I don't necessarily take it as a Catholic only stance.
Some say we should fear the Lord's wrath, but I believe the wrath alone should not be why we fear sinning. It should also be out of love and respect for the Lord.