Hmmm, I'll have to say two things.
1.) When I was 6 I almost drowned. The concept of not breathing didn't sit well in my head at the time. (I still don't know how to swim, sadly)
2.) When I was 14, I got hit by a car. I was crossing the street then blam! Knocked into the middle of the street. I was afraid another car would'nt see me and end me there.
(p.s. check the reborn showdown for the official QotD! But this is a good question anyways)