Last year a mate had just landed a decent fish when he blacked out and fell into the lake. I jumped in and gave him CPR while he was in the lake, it took four people to lift him out, 20stone of wet (living) but unconscious angler.
Scared? Hell I was. He was in hospital for a few days but is alive and well.
It still gives me goosbumps thinking about it.
Otherwise, the sounds of a hedgehog with his head stuck in a dropped tin can is quite spooky, banging against a tree trunk just off the path as you walk round the lake in the dark, as is waking up on The Meadow swim at Taverham with a horse halfway inside the bivvy; its head, breathing and snuffling right next to mine.
A mate also got woken up there by a fox coming inside his bivvy at night.
I've had the occasional 'ghostly' experience, but not really been scared by them.
Dave Moxon and I back in the 1980's were night fishing for tench, carp and bream, our brollies pushed together and a plastic screen over the top to keep damp off, when around 1am a figure walked past us. The path had no access except at either end, river on one side, lake on the other so we looked all the way along and found no-one there. If it was human it must have run along the path in the dark with no torch!