I think every child is convinced of the existence of ghosts and bogey-men.
Being asleep and dreaming used to seem as "real" and vivid as being awake. Dreams were the place where we found monsters to scare us. They came in forms that had no loyalty to the conventions of the day-world of mothers and fathers and siblings and people in general.
(Often these nightmares pursued us. Sometimes through dark woods, in swamps, in poorly lit and derelict mansions, inside our own homes. They might eventually speak, but often what they have to say is incomprehensible.)
Once in a while, monsters from dream crossed the border and would seem to occupy the real world. How many of our beds once had monsters living under them who might creep out of hiding at any time (but especially at night)?
It's a twisted sense of nostalgia that makes me recall the imaginary creep at the bottom of my stairwell. It's true that fear -- in the correct dosage or from the proper distance -- can be pleasurable and even educational.