When I was 8, we had a book in our "free reading" bookshelf at school that had a picture of (this is how I remember it) an ogre robbing a grave. I don't know why but it scared the crap out of me, and I remember having a dream about it. After that, and ever since then, I have to have the curtains completely closed when I sleep - if they don't overlap in the middle and there's a sliver of light coming through, I'm afraid that ogre from the book will be able to come into my room and get me. This has gotten better since I have a nice big cat who sleeps on my bed or somewhere in my room and who will undoubtedly protect me.
The other scary dream I used to have (when I was 9-10) was that I was trapped in a car that was going backwards down the hill on the main road by our house. I'm guessing that meant I felt like I had no control in my life. I sucked in my breath for a long time when we went up that hill.