Now, this is not as easy a question as you might think to answer. If you were a commoner living, for arguments sake in the Empire, which nastiness would you be most concerned by?
Now you have to consider that though things like Greater Daemons, Shaggoths and Emperor Dragons are some of the most brutal and terrifying enemies you could face, having them stroll through your village is unlikely. So, who woukd scare you most? The living dead? Beastmen, or maybe even the pressgangs of Karl Franz's Navy?