I get this, I live in a Rocky Mountain state and there's tons of weird stories about things going bump in the night way up in the mountains and out in the woods. Worst I've encountered was some meth head wandering around with a hatchet asking me if I'd seen "them" but wouldn't specify what he meant. He followed me at a distance for a while then disappeared. That did make me a bit nervous but I'm a light sleeper and had a gun so I wasn't real worried. Also found some totem made of bones and twigs, and a pentagram made of rocks with a dead bird in the middle but I'm sure it was just some idiots LARPing so I didn't care.
Honestly part of me kind of likes a bit of fear, it makes the whole thing feel like more of an adventure and how past generations might have felt venturing off into the unknown, I've had some great moments of personal growth alone in the woods. Bringing a gun is great peace of mind, if you still can't bring yourself to do it, bring a buddy a few times.