The more I think about it, I realize Jeff and Slenderman are obviously fake. So are ghosts. (Obviously.) And everything "supernatural" is obviously fake too. We don't need to worry about things like that. But, our brains were created to help us; to aid us. which means we are scared of those things for a reason. It's a self-defense mechanism, really, made by our brain. Now, we dream about things. If our brain doesn't have details, It can't picture things. But with details, your worst Nightmare is real. Why do you think people commit suicide? Their emotions took them on a ride.