How to Make a Reader Afraid

I want to try to break down this concept of fear and books. Why do you think that is actually making people afraid? Well, in the case of a protagonist, and especially a first person protagonist, it's because of how much you come to identify with a person. You're living inside of their head. Even third person limited perspective, you're just right down there with them. So in some sense, it's almost like if that person does something wrong, then I'm doing something wrong. And I don't want that to happen.