Backcountry camping alone can be incredibly scary.
With a friend, you can at least discuss that 'bump you heard in the night,' or you can be consoled that another will help you if something goes wrong. But alone, it is an entirely different story.
The day goes by fine - you hike out, take a lunch break, get to camp, set stuff up/have a little fun. Then it starts to get dark..\ You have a fire and you can see a little at first, but before long, total darkness sets in. It is disheartening to not be able to see your hand in front of your face. Soon enough, you start hearing things: footsteps, twigs snapping, brush moving.
Depending on where you are camping, you might hear coyotes/wolves at night. Coyotes have more of a shrill yelping howl, almost hyena-like. Wolves have this hauntingly beautiful droning howl. The worst part is that you will hear them everywhere: you'll hear a howl a couple miles away, then you'll hear one a mile away, then you'll hear one 500 yards away... Pretty soon, you can be surrounded by this eerie chorus. It doesn't make for the best sleep..
Storms are also worrisome out in the middle of nowhere - lightning has claimed many hikers. I also stumbled upon a black bear 20 ft away once. Despite nearly having a heart-attack/shitting my pants/accepting death, it noticed me pretty quickly and fled.