Not sure if this is a "real life things that scare us" or a "video game things that scare us thread" so I'll put both.
Real: When you hear a noise. As in something falls and makes a noise outside and you look in the direction and you try to tell yourself everything is okay but you're so shitted out by it that you think there's a guy behind you with a balisong knife behind you and know that turning around will only seal your fate.
Also I used to think there was a Dalek in the shower.
Video Game: Wide open spaces. In things like Crackdown or GTA sometimes I found myself flying/swiming so far to the edge of the map that I completley lose sight of land/boats/anything and I have a sort of freakout because theres nothing to align my vision with. I'd bet this would work on me in real life too but have fortunatley been lucky enough not to find out.
Edit: Though of lots more. Jeez I'm a wimp.
Enemies that jump out at you in games, especially when you've got no idea where they are or how to kill them. Main reason I didn't play a lot of Oblivion.
When you accidentally walk though something in that game you're not supposed to and end up walking on the opposite site of the wireframe that is the game world, and you see weird textures and shadows and freaky stuff. Not really scary, but a shock when you're in the happy zone playing a game and then it breaks and you've no idea what to do.
In real life, that I'll somehow end up in a fight and it will end up badly for me (i.e. In a lot of pain). Not sure why, just seems like something that would happen.
And Heights/Pits of insects/Electronic Arts. You know, all the cliches.