I'm sure things scared me before, but the show Monsters has fucked me up for life.
It was a short show from 1988, similar to Twilight Zone but every episode had a monster of some sort. So I started watching it when I was maybe 3ish? 
Starting with the intro... I mean. It looks hokey to an adult, but the offkey synth trumpets, sounds of breathing and pitched down laughter, coupled with this idea that monsters could live right next door to you terrified me as a child.
The episode that bothered me the most was something called Family Man. Where a child whose father had died has to come to grips with the fact that his mother is dating again. But he keeps his father's glasses handy, and when he looks through them...
The mother's boyfriend is a reptilian monster who, when discovering the child could see through his disguise, tells the child he is going to suck the life out of his family and there's nothing he can do about it.
This was just before my father left. And I've had this memory plague my nightmares as my mother started dating again.
A few years later, when I was allowed to be home alone, I'd come home from school only to find Monsters was on in syndication. I was terrified by it, but I couldn't help watching it.
Scifi channel stopped airing it, and then I would have persistent nightmares about the show. Anything that popped in my brain at night was accompanied by the theme song to the show. I'd even dream up episodes with commercial breaks.
Eventually, in high school, I tracked down VHSs of the show to sooth my fears, but it still creeped me out. Even now, at age 32, I had to open up my sliding door and windows to talk about the show while home alone. I'm not ashamed to say I keep looking over my shoulder.
It doesn't help that no one I know ever watched the show, so I have to keep describing it and showing it to people. And it doesn't help that everyone I show it to laughs at me and says "This? This is what you are afraid of? It's terrible!"
