Were the disciples still afraid after Jesus said 'Peace be unto you'?
Yes. Even after Jesus spoke peace, the disciples remained terrified and affrighted, supposing they had seen a spirit or ghost. Their fear and consternation were still evident, prompting Jesus to ask why they were troubled and why such thoughts arose in their hearts.
Les explains that Jesus suddenly appeared without benefit of a door or window, and the disciples, being very human, were all shook up and probably half scared to death. He therefore settled them down with “Peace be unto you,” meaning don’t be worried, settle down. But even with those words of comfort, they were still terrified and affrighted and supposed they had seen a spirit or ghost. Jesus then asked why they were troubled and why thoughts arose in their hearts. Les points out that He could see right through their thinking and saw their consternation, fear, and doubt. Although they had been in His company three years, they had not understood His earlier words about going to Jerusalem, being scourged, beaten, spit on, crucified, and rising the third day; that understanding was hidden from them providentially and sovereignly. So Les says not to blame them, because God had hidden these things until the time He ordained that they understand.
But they were terrified and affrighted, and supposed that they had seen a spirit.