There’s only been a couple instances where a book actually scared me, and the one that kind of jumps to mind is House of Leaves.
There’s a lengthy diatribe by Johnny Truant, one of the books myriad narrators, and he explains how he thinks he’s being hunted by something. It’s not like he’s seeing a monster over his shoulder, but the prey doesn’t really see its predator too often.
He remarks that if you want to know where “it” is, close your eyes and listen for that quiet spot. The spot where nothing is moving. That’s where it is. That’s where it’s coming from.
I remember when I was reading that my cat jumped on the back of the chair behind me and I launched the book to the other side of the fucking room in fright.