But when he saw that the wind was boisterous, he was afraid

Matthew 14:29-30
So He said, “Come.” And when Peter had come down out of the boat, he walked on the water to go to Jesus. But when he saw that the wind was boisterous,[b] he was afraid; and beginning to sink he cried out, saying, “Lord, save me!”

Peter could walk on water. There is no reason to doubt that this is true. In fact, it was more than Jesus asked Peter and Peter obeyed; because the verse before this, it was Peter who asked Jesus to call Peter out to the water. We don't understand what made Peter said that - probably Peter did not think about it too. It was probably has his impulse driven by faith that he somehow knew Jesus is divine, that led him to prompt Jesus to call him.

We know the rest of the story well. Peter paused to consider his physical reality and that fleeting moment of questioning destroyed the power of faith. The clear lesson for us is to step out in faith, and not focus on the reality that holds us back. One commentator said that "You will only recognize His voice more clearly through recklessness - being willing to risk your all".