I used to get that a lot, too, and I still think night is the best environment to read and listen to them in! Sometimes I'll become paranoid if the story calls for it (i.e., something that actually could happen to me, such as the true scary stories from reddit), but I've gotten so used to it that a lot of them--especially if they're especially paranormal or outrageous--don't have that effect on me anymore. Its almost sad.