Mark 4:35-40
Late that day he said to them, "Let's go across to the other side." 36 They took him in the boat as he was. Other boats came along. 37 A huge storm came up. Waves poured into the boat, threatening to sink it. 38 And Jesus was in the stern, head on a pillow, sleeping! They roused him, saying, "Teacher, is it nothing to you that we're going down?"
39 Awake now, he told the wind to pipe down and said to the sea, "Quiet! Settle down!" The wind ran out of breath; the sea became smooth as glass. 40 Jesus reprimanded the disciples: "Why are you such cowards? Don't you have any faith at all?"

This seems like such a big deal that we would have been scared too but Jesus puts it all in perspective for us. He was sent by the Father who created everything about the world so of course there was more to it than they (or we) could see. Just like the Father, no one can see Him but He is there.