Psalm 23:4

Yea, though I walk through the valley of the shadow of death, I will fear no evil; For You are with me; Your rod and Your staff, they comfort me.

There was an actual valley called the Shadow of Death.  It was a dangerous place that people had to travel through to get to a city.  Just as we have valleys that we walk through in our lives, we must not fear.  God is with us on our journey to keep us safe and comforted.