The most terrifying thing I can think of is being alone - and I mean utterly alone, like no one else in the world alone - at night. That's the nucleus of the first story in my collection and it's also where the title came from for the book.
“We had a great many horses, of which we gave Lewis and Clark what they needed, and they gave us guns and tobacco in return.”
“For all life is a dream, and dreams themselves are only dreams.”