I slept over my older cousin's one night, and we stayed up late. I was 5. He was 7. His goal was to catch Emmanuel in Space, which was showing around 2 or 3. In the meantime, we were watching Six Pack on one station and flipping over to HBO on the commercials. The end of Friday the 13th was happening. He kept changing back to Six Pack when he couldn't handle the stress of being on the verge of seeing something he didn't want to (or as he tells it now, so that I wouldn't see anything I wasn't supposed to, and blame him for it). This strategy was flawed. It was just a matter of time before we saw Pam Voorhees lose her head. That was a shock, but nothing compared to the next time, when Part 2 had started. We thought we were safe because it was the scene where she's in the middle of the lake in the canoe, dangling her fingers in the water, and nice music. We were wrong.
That was only traumatic for the moment. First movie that did real damage was Poltergeist. I was 7 and with the same cousin. It was the middle of the day and I was sure none of it would get to me. Again, I was wrong. Going to bed that night was a disaster. My dad actually had to slap me.