When I accidentally encountered my first SCP article, some part of my brain briefly wondered if it's a real thing. Preposterous, but it happened. Other than that, the only creepypasta that makes me slightly shudder is the spelunking one; Ted the Caver, I think. Conveys the terror of darkness and claustrophobia really well. It's not that I believed it to be true at any point, but rather than when you're alone in the dark, your mind can come up with all sorts of scary thoughts. I consider myself a rational person, but I still find solitude in darkness unslettling. And after I had my first sleep paralysis experience (felt like something was creeping along my spine towards my head), I was afraid of falling asleep for several days. Irrational, but overpowering.