My first memory of reading something scary was my cousin locking me in the bathroom and forcing me to read a glow-in-the-dark book of ghost stories with her by flashlight. I did not enjoy the experience.
But then, at a formative age (I can’t remember precisely when, only that I was of just the right age), I read Zilpha Keatley Snyder’s The Headless Cupid. The book concerns, among other things, a young girl trying to impose some order on the world through witchcraft and studying the occult. She also happens to be of poltergeisting age–which, if you’re not familiar, is puberty.