You're not wrong. Both of those sentences are correct.
In the first sentence, you are considering your doubts separately. Maybe you have several different doubts relating to a particular issue. The opposite of this is 'I have no doubts.'
In the second sentence, the word 'doubt' is an uncountable noun. It refers, in a more general sense, to the abstract concept of 'doubt', or lack of certainty. Another way of saying this is 'There isn't any doubt' and the opposite is 'There is some doubt'. If ever you see a singular noun used with the words 'some' or 'any', you know that it's an uncountable noun (like 'some/any money' or some/any water')
There are other words with similar meanings that work in the same way. For example, you can either say 'There are some concerns' (plural) if you are considering these issues individually, or 'There is some concern' (uncountable) if you are referring more generally to a feeling of concern. Other examples are 'difficulty' and 'question', which can also be either countable (singular/plural) or uncountable (singular only).