Wolves. They lived in my closet and walked on my bed at night. We didn't become friends until later. (This was made worse by the fact that we lived upstairs from a family named Wolf, so I could clearly see the word "wolf" with it's own doorbell right next to ours)
Bugs. This was really the worst, and I have never gotten completely over it. I used to dream I was lying on the grass and moths would brush their soft wings against my skin, and I would not even be able to scream, because once I knew there were bugs near me, I was afraid to open my mouth lest they get in. (I am giving myself the creeps just typing that.)
My young brain was also adversely affected by a little thing the nuns called "martyr of the week." In first and second grade, every Monday we would be given a card with a picture of a saint to glue into our martyr copybook, and then we would be told in 1950's religious detail about their lives and how they were killed. Somehow, the strength of their faith is never what I was focused on. At six and seven years old, I really didn't need to know hundreds of horrible ways to die.