Zero-ing back in on synonym use: you can use the aid of Venn diagrams (see below) to explain the relationships better. Often there is a lot of overlap in definition between words (i.e. adjectives), but in almost every case the overlap never 100% (otherwise there would be no need for the overlapping word to exist). Like many languages, English contains many subtleties and nuances that can take on many meanings even amongst similar words, defined by wildcards such as context and usage. As with your example of "apprehensive" and "afraid", apprehension more succinctly portrays a "fear of the future", whereas "afraid" more tellingly depicts the magnitude of the fear (great). So although they both depict a type of fear, using both adjectives together allows you to communicate that the fear is both great in magnitude and directed toward future events.
As you can see in the diagram below, the blue arrow represents the area that describes the state of being "apprehensive" AND "afraid" (the intersection of the two). If you've studied basic algebra and Venn diagrams, you will notice that although a lot of things contained in "apprehensive" are also contained in "afraid", not all things "apprehensive" are "afraid" (i.e. the small orange crescent top, left) and vice-versa (i.e. the large blue crescent bottom, right). Furthermore, "reluctance" is often related to "apprehension", so there exists much overlap between those two as well, but as you can see, not all things "reluctant" are "apprehensive".
The goal in English (and any language) is to most precisely and accurately define what you wish to communicate (the area of intersection), and as you can see in the diagram, for every synonym that you use, you are helping to define this area. However, it also follows from the diagram that synonyms with more overlap amongst them are less likely for creating a more precise area of intersect (the most precise area would be the area of a single point in Universe space). This is why it is more easy to pinpoint such an area when you use adjectives that are definatively unique in meaning to each other. However, the more you adjectives you employ to define something, the more you will encounter increasingly overlapping adjectives (i.e. you can say Fred is tall, smart, and funny, but that does not really describe Fred in his totallity. If you wanted to describe Fred totally, you might find yourself having to use long lists of overlapping adjectives, such as smart, funny, witty, charming, jocular, etc (each of which highly overlap)).
So back to the diagram, you can see why defining something as "apprehensive and afraid" is better than just defining it as "apprehensive" (it narrows down the intersect area to where the blue arrow is pointing), and why defining something as "apprehensive, afraid, and reluctant" is better than just "apprehensive and afraid" (as represented by the area pointed to by the black arrow). You could continue in this fashion adding more adjectives to even further minimize the area of intersection: "apprehensive, afraid, reluctant, and forboding" even further reduces the area to that pointed to by the red arrow. But as I mentioned, this gets increasingly harder to do without using increasingly overlapping adjectives.
If you want to see a real mastery of adjective use, I suggest picking up a good, descriptive novel (no, not the Bible, rather just any ordinary novel that you find interesting), because usually authors have to make such good use of adjectives due to the fact that they are burdened with the task of supplying all the information you would normally obtain through your other 4 senses, exclusively to your eyes through the printed word.