After the laughter died down, Stephen King said that he writes about what Scares him.
The bogeyman hiding in the closet for instance. The closet door barely cracked open and two glowing green eyes visible from within the closet.
I would have to say my paranormals are written about what scares me. My imagination sometimes runs a bit rampant, and I have to rein it in. Scaring myself and the reader is the easy part. Figuring out how the Hero/Heroine is getting out of the situation, well, that's the hard part.
Scary things happen to ordinary folks in real life. Unexplained things. The haunted house down the block. The apparition in the garden. Try explaining the squeaky basement stair when no one else is home. The feeling that something is about to happen, and then it does. Do you really want to get to know the new neighbor who only comes out at night, drinks blood from a travel mug and she sleeps in a coffin in her basement?
Playing on the unexplained helps make paranormals seem real in real time.
What are some of the things that scare you the most?