I used to have dreadfull nightmares as a kid, and every night, allthough these stopped as In my teenage years, I became quite scared of the dark and of entities in my late teens and early twenties when I started living on my own.
When I was in the Royal Navy, I was in the hospital of HMS Ganges for a minor injury, now many young men had died here over the years, in the middle of the night I woke up to the feeling that something was walking around the ward, "looking for souls to steal", I instinctively grabbed the Gedions Bible that was in the bedside cabinet, and the feeling then went away, even though back then I had no belief in God.
I hadnt even heard of the Jehovahs Witnesses and didnt become one until many years later.
I think you will find most Children experience these things even if they are not brought up as Witnesses, though I can well see how confirmation from adults makes it even worst, when I was in the Childrens homes we used to creep around the dark basement armed only with our Dan Dare Raygun torches, looking for Monsters and creatures of the night in dreadfull but exhilarating fear.