Enjoy the scare! It's not real, and you can't really get hurt - so enjoy it. It's like a roller coast or haunted house - it's for fun.
I remember some freaky times with Alan Wake - then walking out in the real world on the day 400+ crows happen to be in the trees around my car - freaky! That eerie silence as they watch you walk, with the only very rare wing flap or a distant 'caw', all the while looking in the mist for some guy with an axe.
Anyway, you are inspiring me to get this game!