Cant say Ive had any scare from the warnings and exploited ads are usually voting in on being "safe" so I definitely don't get much worry from those.
As a child I was always afraid of the airbag ironically. I would see people put there legs on the passengers dash and see their legs getting suddenly ripped right over their face over and over again in my head!
I was generally worried about the possibility of the airbag deploying for no reason or for an insignificant accident.
Also, on another note, seems to me that getting hit from behind when stationary is one of the scarier type accidents in my experience. Even if its a little bump, if you're stopped and suddenly it happens its scary. I remember I was almost holding back tears even when I was a child!