When I was younger, the idea of The Tails Doll scared the shit out of me.
I accidentally got my brother in on it as well, and he threw away a tails plushie he had. A month later it came back.
Of course, we didn't know that our mom found it in the trash and placed it back in his room. My brother made sure he hid the thing better, and was pretty sure that It was coming for him for nights afterwards.