对，是having done

不过你举的例句不太恰当。afraid有两个有些接近的意思：
1) 害怕，结构为be afraid to do / of doing。例如：
I'm afraid to swim / of swimming。我害怕游泳。
2) 恐怕...，用于向对方透露坏消息等。一般用I'm afraid (that) ...的形式。
I'm afraid I wasn't able to finish the task you gave me.
这两个意思一般都不会用到having done的形式。

enjoy后面也是接doing，不会接having done

thank you for后面也是通常接doing，但要强调“已经”的时候，也可用having done，但较少见。与此类似的还有I'm sorry for。

having done最常用的用法是作状语，意为“...之后”，相当于after doing。比如：
Having had dinner, I went for a walk.

afraid of的用法

应该转化成I used to be happy with playing computer

afraid of是什么词性

Afriad of 是短语
Afriad 是形容词