Bland adjective + "man" or "woman" + context = scary
Yes, you can tell your kid (or, more likely, your friend’s kid) to beware the Giant Chompthrasher that might be in his closet — that’ll work to scare the younger ones.
But once they get older, they require something a bit more subtle. The trick is to use an innocuous word with “man” or “woman,” and to do it in a quiet, slightly nervous voice and in the right context.
“No one has seen the Quiet Lady around here in years.”
“Sometimes, if a boy misbehaves, the Whistling Man shows up. I’d be careful.”
Remember, you have to say this quietly, almost conspiratorially. Because you’re a little scared, too.
* * *
If you play Skyrim, at one point you have to talk to the ghost of a little girl. Mildly creepy, but par for the course. If you find her during the day, she asks to play hide and seek. No problem. But when totally creeped me out was when she wanted to wait till nightfall so “the other one” can play, too.