When I was in the Army, we were doing field training for a week. One night I fell asleep in a thick bush. I woke up feeling something moving on my face. I reached up and realized I had a six-inch-long centipede crawling on my face -- one of those big, fat, cigar-looking fuckers. I flung it away but not before it bit me on the lip. My upper lip looked like someone had stuffed a golf ball into it.
As for what scares me, the thought of something happening to my daughter absolutely terrifies me. Other than that, nothing. Though I do think crickets are icky.