Many things we might imagine can potentially or rarely scare us but the question ought not be about things we rarely experience. For example trying to walk on beams of a skyscraper under construction. Or crawling underneath a home with a dark basement crawl space where cockroaches, black widow spiders, mice, rats, live. Or being in a wind driven wildfire. I can imagine myriad situations like these but none are experiences I'm likely to encounter.
Over recent decades, little in my day to day life that has been scaring me, so low stress. Most stressful frequent situation is high speed urban night time freeway driving. An even worse white knuckle experience is being in my Forester with no leading vehicles in front of me on two lane high speed mountain highways during snow storms with many headlight blinding vehicles moving in the opposite direction. That is me in the Lake Tahoe basin during the winter ski season. Over 5+ decades, I've never caused a accident but when younger was merely lucky.
During winter ski season, there are plenty of truly scary steep places with obstacles like boulders and tree trunks to ski that as a senior I tend to avoid challenging myself as been there done that decades ago, no longer interested. Though what I do often ski, would scare a majority of skiers.
During summer out solo backpacking in Sierra Nevada wildernesses far from any other people inside a tent trying to sleep, black bears at night can be especially creepy that brings out an ancient primal fear all of we humans have for large dangerous wild carnivores. Worst is a deep dark forest on a moonless breezeless night where the sounds of unknown creatures making subtle twig noises moving about carry long distances and might be a squirrel, deer, black bear, or worst a mountain lion. Another scary situation out backpacking is being in electrically dangerous locations during massive thunderstorms with lightning. The most dangerous situation is when such a storm moves in over dry landscapes because bolts may land anywhere until water with electrolytes covers surfaces. Following excerpt of a story I have on the web elsewhere.
At the same time thunderstorms to the south began moving towards RS Mountain and before long, I heard thunder and shortly after rain drops so rambled back to my gear. By time I reached the gear, hail began to fall so I then prepared for a fast escape with rain gear though did not waste time putting on my rain pants that would have required removing my boots. I was surprised the main storm that I could see to the south had suddenly began moving north so quickly and I was soon moving as fast as I (little me 138#) could carrying my heavy load (~60#) north on the trail as hail began falling harder amid frequent ground stroke lightning. Lightning tends to follow down the more conductive paths with heaviest hail and rain that I could sense behind where I was moving due to the loud sounds made advancing north on lake waters. It wasn't long before I realized I would not be able to reach the far end of the lake before the peak of the storm arrived so began looking for options sheltering under larger whitebark pine. Fortunately the ridge to my east above the lake was steep and high enough that it was more likely to take any lightning strikes.
I stopped trail side under a tree where it was soon evident I would soon be soaked if I didn't find something better. There was a tent spot about 200 yards back on the trail I considered fleeing back to, but setting up my Copper Spur HV UL1 tent in a gusty storm with heavy rain is not something that can be done quickly. I noticed a larger tree up the slope with a split trunk so climbed up to that, then scootched down against the V of the trunk and placed my ground sheet over the pack and me that reached down to my boots. I then endured the awkward position for over an hour as several periods of heavy hail and or rain moved through. If the sky had not lightened up some to the west with storming into the evening possible, I was prepared to move back to that tent spot and endure setting up in the rain that at least would allow survival from exposure despite getting a lot of gear wet in the process.
As the storm waned to sprinkles, I dropped down to the trail and rambled quickly north. I soon had more regrets for not putting on my rain pants as the trail often routed through areas of now wet willow that had overgrown the trail and readily soaked into my Levi 505 cotton jeans. By time I'd covered the mile to the far end of the lake, the drama was over and noticed 3 groups of others that had endured the storm as the white surfaces of hail on landscapes quickly melted away. Not trusting the skies, I then set up my tent and was prepared to spend the night there.