What is the word used to describe the fear of the unknown?

It depends on what you mean by 'unknown'. Panphobia, describes the phobia related to the dread of some possible unknown evil.

• (from Greek πᾶν - pan, neuter of "πᾶς" - pas, "all"1 and φόβος - phobos, "fear"[2]) also called omniphobia, pantophobia, or panophobia, is a phobia known as a "non-specific fear" or "the fear of everything", and is described as "a vague and persistent dread of some unknown evil."[3] Panphobia is not registered as a type of phobia in medical references.

Source:http://en.m.wikipedia.org/wiki/Panphobia

Consider foreboding

Fearful apprehension; a feeling that something bad will happen: with a sense of foreboding she read the note [ODO]

This often has a sense of free floating anxiety, an apprehension that is not tied to specific actual threats.

Forget Stevenson; let's go with the undisputed master of cosmic fear and unspeakable horrors, Lovecraft:

And everywhere horror brooded. The town and country folk scarcely dared speak aloud, and the men of Libo's entourage, who had been there nearly a week, seemed to have caught something of the nameless dread.

[From "The Very Old Folk", c. 1927]

Trepidation-- a feeling of fear that causes you to hesitate because you think something bad or unpleasant is going to happen (Merriam-Webster). e.g., 'Shaking with trepidation, I stepped into the old abandoned house'.