It has been said that Lord Shiva dissolves the universe for creation of the next cycle. While your initial thought may be a bad thing, if you change your view of the dissolution to a process, where death and rebirth are both constant, you may find it is a very familiar and not so scary thing.
I look at it in much the same way as how things seem to die off in winter only to return with new life when spring arrives.
When the seasons make me feel like I go through some sort of internal death-rebirth process, knowing that I will emerge full of life and new growth brings me much comfort.