I'd like to add my own experience in regard to the three states:
From the start of the game, the easiest one to reach should be Heat and Lust state
Just grind pink heart as much as you can, especially if you already got Time Stop.
Change places you play with once yellow heart appear.
Keep repeating it and soon you'll get her into Heat/Lust state.
I forgot which one comes first, but these two states buildone another up: you must unlocked one first before you can get the other.
Now, about fear state.
Like many has said here, all you need is just grind your way through the blue hearts.
However, if you already unlocked Heat/Lust state, this WILL take you some time.
For me, it tooks me around 5-6 ingame days (not counting the evening encounter, which counted as another day in the progress).
As for why it takes that long, imagine that the girl has some sort of hidden "Affection level" stat.
When we begin the game, it's at 50%, and both Heat/Lust state (after unlocking both), will make this "stat" at 100%.
To gain fear, you MUST bring this down all the way to 0. And each blue heart only brings microscopic value of this "stat" down, while Pink increases it, Yellow does not affect anything and Purple decrease it even so slightly. So the progress is pretty stacked against us.
So yeah, be patient, grind your way out, and eventually you'll get there.