Now that the supernatural is out of the picture:
The creepiest thing that's ever happened to me was being left on my own downtown at night in winter when I was 9. Some good Samaritan let me use his cell phone to call home. I live in a rough town—thinking about it still creeps me out.
The most frightening was a time I (almost) blacked out during the middle of a karate workout. I felt lightheaded, then the room went pink and green. For about two minutes, I could neither hear nor see. Apparently I went chalk white. The next day, I discovered that I'd torn a hamstring. I'm guessing that my body went into shock from that and my blood pressure dropped, hence the fainting spell. I legitimately thought I was dying for a few minutes.