The inference is that the sentence that best communicates the author’s messages that the Berlin Wall made citizens feel Afraid is "That unanswered question became both an oppressive shroud over Klaus's childhood and a sinister playmate, as he often let his mind to wander, imagining horrors or enemies that must have been so great that only such a great, grey, stone wall could keep them out".
It should be noted that the above sentence communicates the author's message that the Berlin Wall made the citizens feel afraid.
This can be seen to be true because we discover from the text that the issue of the wall making made Klaus afraid and was an oppressive shroud over his childhood.
This shows that Klaus's fear which started in his childhood would have been shaped by what the other citizens told him about the wall.
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