Imagine you have just managed to catch your train and you realise it is the wrong one; you would be annoyed of course, but not scared... yet.
Imagine you get off the wrong train at the next station hoping to catch a train going back the way you came, but the station is empty. Again you would be annoyed, but not scared... yet.
Imagine someone comes to the station, someone who starts to tell you stories to help you pass the time, but these are not any old stories...
Scared yet? You will be.