Caliban? That's a race of beings who's manifestation in our space-time continuum.
Jabberwock might work. Even though Jabberwock is literature, it's a poem specifically told to a child about things a child is to be afraid of. Most children would not fear a Jabberwock though unless you told them the story. Nun is a definite possibility. The others are literature induced, not something a random normal child might fear without having read the book. Mr. Scratch is an artifact of literature, but there are enough tribal type stories that feature him, that kids might feel an irrational fear of him.