I assume you want to know whether they suffer from acrophobia, the fear of heights? And I assume equally, that you are not speaking of ostriches or penguins? Vertigo, in the sense of dizziness when looking down, I would not expect in a healthy, functionally flying bird. Fear of heights as such, also seems to be alien to birds with good flying capabilities, but nestlings that can not yet fly do not like to risk falls. They commonly will cling tightly to one's fingers if handled, and very sensible too.
Penguins crossing deep water are unlikely to feel any nervousness other than the fear of predators attacking suddenly from the depths. They would not fall at all if they lost control, simply float to the surface.
I certainly could expect birds like swifts, that can hardly walk and cannot even take off from level ground, let alone from grassy surfaces, might have a complementary fear of low surfaces. When they go scooting like so many ice hockey pucks across level ground at an altitude of a few centimetres in breezy, cloudy weather, hunting for low-flying midges, they are performing acts of death-defying bravado analogous to human BASE jumpers or high wire artists.
And then they had better not suffer from vertigo or any similar loss of nerve or control.
And the way they shoot into their nesting holes at full flight certainly would terrify me!
But I am no swift, and I have no fear of walking or lying on the ground.
Go well,
Jon