First things first. You shouldn't try this at home. Now we have got that out the way, check out what happens when you step on lava. If Hollywood movies are anything to go by then stepping on lava would leave you instantly melting into nothing but as you will see that clearly isn't the case.
The problem is that lava is liquid rock which means it's far denser and more viscous than water. As the video shows, if you where to walk onto lava you wouldn't melt away into nothing instantly but rather slowly sink or leave a small dent. The danger is still there however as you would likely be burned as the small flames under the shoe show.
So there you have it - there is a genuine scientific reason to be afraid of lava because if you come into contact with it you'll burst into flames.