The pictures below are some examples of things that scare me!
I am scared of fogs because it is used very often to create suspense in horror movies. The reason is that you cannot see what is happening behind you and in front, especially if the fog is very thick. It is often used in order to create tension and mystery e.g. fog in a park where you can see somebody walking alone. The audience does not know what to expect!
I am really scared of mental hospitals and hospitals in general. People's fist association is death, old and ill people, blood and sadness. Characters with mental problems are often used in the horror genre because they look very creepy and could act unexpectedly. Normally their representation is overrated (representation of crisis, actions).
I am scared of tortures in general because it causes enormous pain. The audience usually is meant to feel sympathy with the victim. I do not like to watch movies with tortures because lately the special effects are so real that at some point you start to believe that the victim is in pain. I also have claustrophobia and small places are often used in order to scare the victim.
I am also scared of paranormal activities. When I was still a little child and if happened that I am alone in the flat at the evening, I used to be scared if I hear noises etc. I think many people are scared of paranormal activities because you never know if it is caused from your imagination or reality. In addition, we do not know what happens after we have died and this is a mystery, which we will never find unless we die. So, our mind tries to find explanation, however it is impossible to be absolutely sure.
I think that many people find dolls scary, especially marionnetes. They are also very often used in horror movies. I think that only one doll would not be a problem, but if they are so many as in the picture, they often have a very creepy smile and could be moved. I guess that people find them scary because in conjuction with a dark room and mysterious non-diegetic music, the audience have the feeling that they are threat for us.
I think that spiders and insects in general are very often cause of fear, snakes etc are also included. I think that the fear aspect is used when the animals are more than one (except from snake) like with the marionnetes, when you feel it creepy because you are not sure if you can defeat them. You get the feeling that they are a big army against you. Also often used threatening factor in horror movies.
I think everybody is scared of death and therefore people create a human similar figure as the Death (wearing black clothes as in the picture, holding a scythe as a symbol of it taking your life/soul). Very often used in horror movies as well.
I am also scared of masks because I cannot see the person's face. Normally we are used to look while talking to somebody into his/her eyes. So when they are covered/ whole face we feel suspicious and want to reveal the face. It is again often used in horror movies.