Aside from the matter of quality, a lot of my fear comes from the fact that my first story is "bittersweet," as in no "happily ever after." (And no, I'm not hiding this behind a spoiler alert; it's being published under DSP's "Bittersweet Dreams" line after all, so there's no secret.) I understand that a lot of readers don't want anything to do with a bittersweet story, but I think these stories still need to be told. At the same time I do admit that I hesitate to write or read a full-length novel that I know will end sadly, only because a novel requires a bigger investment, emotionally and otherwise. I find short stories easier in this case.
I wouldn't say The Dragon Tamer has a "sad ending." I think it has the right ending. But I'm not the final judge; rather, I'm the one on trial.