I don't normally find camping frightening, not that it couldn't be. I remember one night about a mile from some high cliffs, with the most spectacular lightning, though I never really thought the lightning would hit us. It was not merely hitting the cliffs, and it was all around us, but it is still a low probability event. Recently while in our house a large ash was hit by lightning, and it blew a vertical segment of the trunk away. It would have killed anyone nearby, but the explosion was highly directional, like a claymore. I guess that is the main reason they say not to shelter under trees.

Other than that, just a lot of footfalls and animal calls. But while there are bears and wolves, I don't normally expect trouble.