In fact, the first time I can ever remember being frightened by a book - properly frightened; with sweaty palms and a cold lump in the pit of my stomach - was when I read a children's story about a little girl, ill in bed, who amused herself making a book that came true in her dreams. Gaaaah! She drew a stick-figure child in a house and then, in her dreams, the stick-figure child was trapped in there because the door she'd drawn didn't have a handle. Gaaaaah! At one point, the little girl woke up and, trying to stop the horror, scribbled over the illustration, then fell asleep again and saw that the house was bound in thick black cords and the stick-figure child couldn't see out anymore. Gaaaaaah!
It was second only to the famous Singing Ringing Tree on telly for childhood trauma.
The Singing Ringing Tree - and I apologise to any forty-something Brits who're now headed back to therapy because I've reminded them - was a 1950s east-German fairytale, bought by the BBC and broadcast on children's television without any executive actually ever watching it. Of this I am quite sure. I imagine a scheduler looking the bright colours and reading the synopsis (a princess, a prince and an evil dwarf) and thinking airily "Oh, it's just Rumpelstiltskin, basically."
Well. They put it out in black and white, with a hypnotic English voice-over and the unnerving original German sync-sound fading in and out in the background. David Lynch would have been proud.
It was shown over and over again between the mid-sixties and 1980 and none of us will ever recover. Such was the mark it made that when, well into the new millennium, a national poll of scary telly was taken, The Singing Ringing Tree made it into the top twenty.
If I thought it could come true, even in my dreams, I'd be laying in a lot of dried protein and heading for the hills.
So, in conclusion, my answer is no.