Why were many citizens concerned by the lack of a bill of rights in the original constitution?

Experience with Great Britain--many citizens were concerned after dealing with infringement of their rights during the Revolution and British control that the US government would follow suit.

Moving to a centralized government meant for some that the government could strip away natural rights. The Anti-Federalists wanted assurance that their individual rights and the rights of the states would be protected. The Bill of Rights were passed to meet that goal.