Many dogs, Puggles included, are afraid of loud noises and creatures that they can't recognize (like, for example, me in a refrigerator box making growling noises).
But the interesting thing about Puggles is what they do after they encounter something scary. Generally, their curiosity combined with bravery gets the better of them and they decide to stick around and figure things out.
They're likely to go crazy during a thunderstorm, running back and forth in front of the window rather than cowering in the basement. This is an endearing trait, but at the same time it can sometimes get them in trouble, like when something is ACTUALLY dangerous. Like a car backing up, or a bear.