I just hate when my opponent has the knights because most of my blunders happen due to them. I generally like endgames where my opponent doesn't have the knight. I also hate when the Knight enters my territory. So, what to do about this knight phobia? Should I just exchange all the knights in the opening?
The solution is: play better chess. Train your tactical skills so you can better anticipate the opponent's knight's threats (and also make a better use of your own knights). Avoid creating weak squares in dangerous spots of the board where an enemy knight can dominate the position. Pay attention to how stronger opponents play and try to imitate them in the future.
Sure, you can also make inferior trades to eliminate the opponent's knights, but then you are already making a concession and "surrendering" to those knights before they even start putting you in trouble.
Well, you surely could do that, try to use openings that result in knights being cleared off the board. However, that is just a temporary and partial solution. Your opponents might not collaborate and could try to keep their knights, especially if they know or suspect you don't play well against them.
Furthermore, when there is a problem, it is usually best to face it. For this, you need tools, you need to know how to do it (trying to solve a problem without the right tools can be outright frustrating). So, you need to learn how to play against knights. Some suggestions:
- As already suggested by others, hone your tactical skills. Train to identify knight forks.
- Learn how to tackle knight vs bishop situations. See, for example the question engame with single Bishop or single Knight? The book John Nunn's Chess Course also has a section on this.
- Learn how to trap a knight. The book Find the Right Plan with Anatoly Karpov has a section named "A lasso for the knight" with some examples and exercises that may be useful.
Knowing how to deal with a knight helps taking away their scariness.
Finally, best improvement comes with practice. Practice what you have learnt in friendly games and games against the computer. Set up positions where the opponent has a knight and see if you can apply some of those techniques. And, of course, analyze your games to see what you could have done better.
While I mostly agree with the other answers that the solution to your problem is to grind tactics, there is one piece of advice in particular that changed the way I thought about knights: (I think this is from Silman...?)
Knights thrive on “advanced support points”—supported squares on the opponents side of the board that can’t be contested (this is slightly more general than an “outpost”). When playing against knights, make an effort to deny advanced support points. When playing with knights, try to create them.
Basically, shift your focus from the knights to the squares they can move to.
Perhaps you dont see Knight tactics because you find it hard to "see" where they go. Ideally, when you look at the board, you see not just where the pieces are, but also where they can go. Do you see Knight moves with less clarity than those of the other pieces?
They have some properties that are helpful in visualising. They always go to a squre of a color different from the one where they stand. If you imagine them to be at the center of a 5x5 block of squares, they go to, and only go to, the squares that other pieces can not.
You might practice solving the Knights Tour, where a Knight on an otherwise bare board has to visit every one of the 64 squares, but only once. Perhaps ypu can use the other pieces to mark where the Knight has been?