Coping with a 6-year-old's Fears

I am in need of some sound advice and if any of you have any, please share. Jillian has, in recent months, become afraid of several things. She won't go to the backyard by herself because she is afraid of all the "noises" she hears out there. Now I am not the most sensitive human being in the world, so birds chirping, cars passing, and an occasional grasshopper don't signal the end of all that is good in the world to me. But she refuses to play outside unless one of us is with her.
She sometimes won't enter her room or the playroom (soon to be baby's room) alone. This one comes and goes. Most of the time she is fine, but other times she stands in the hall and gets upset about the thought of entering. I will go in with her, turn on lights, and show her everything is fine. But then I leave. I am trying not to cater to this, but I hate that she might actually be afraid and I am downplaying it.
She now says, on a fairly regular basis, that she is afraid of Satan. I am not sure where there is coming from. We have talked about him but I have never intentionally made him out to be some powerful being who comes after little children. And yet, she has decided that he is here and ready to get her. I have told her that God is bigger than Satan. That God loves her more than Satan doesn't. God is stronger, more powerful, mightier, etc. I have encouraged her to pray and ask God to help her. The other day she even turned on her Jesus songs (as she calls them) but she said that wasn't getting the thoughts of Satan out of her head.
She has bad dreams sometimes, too. I know all kids do, but she seems to show up at least once a week at my bedside saying she has had a bad dream. This concern is fairly selfish. I can see that in a few months I will just have the baby down in the middle of the night and she will come in and want me to console her. Selfish, I know. But I think this mommy needs her sleep. And I can get fairly cranky if it doesn't happen.

All that said, I don't want anyone out there over-worrying about her. She is fine most of the time. This fear thing doesn't dominate our lives. She is not living her little life in a corner waiting for the boogie man. It has just become more prevalent and I am looking for some answers. So if your kids went through this, how did you cope? Are there some things I can tell her or show her that will make this better? Or is this just a normal part of development that I have to patiently wait to pass? Any ideas?