You open a door to something (a room, a house or even a closet) and the character says that there's nothing there, but then a creature, monster or whatever starts to follow them

And whenever the character turns around, the creature basically teleports behind them

They might even say that 'they feel like they're being watched but they're just getting paranoid' or something like that

And you're just there, controlling the character and stressing/raging out because the character is completely oblivious of it