This hasn't got that much to do with your subconsious.
When you are in a dangerous place (or your brain thinks you are) like a closed space with no escape or a place where you can't see the danger, you start imagining things. And why? Because it's useful!
It stops us silly humans from talking and walking obviously in a dangerous place.
Because when you get scared from your own imagination, you do not only hide from the imagined horrors, but also REAL predators. Therefore it has evolutionary benefit.
Yes, your imagination gets sparked by movies you have seen, but NOT things our ancestors fought.
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