As a kid (and as an adult) I loved creepy stories and they didn't really disturb me at all. I remember loving The Legend of Sleepy Hollow, Rip Van Winkle and
Tailypo as a kid.
The book that really disturbed me was a copy my grandmother had of
Babes in the Wood. The story of two children sent to the woods to be murdered, escape that and wander in the woods until they die of exposure. That messed with me.
Another book that I'd love to find again was a children's book, written from the perspective of a kid, laying in bed with his face to the wall. He senses a monster creeping into his room and up to his bed to eat him before it abruptly leaves. Finally, the kid rolls over, the room is empty, he goes to the window and sees the tail of the monster as it heads down the street. The whole book was based on hearing the creak of the stairs, door, floorboards, the hot breath on his back. It was creepy and inappropriate and I loved it.