To get the Halloween spirit going I thought I would post a story that I found at http://reddit.com/r/nosleep . There are many stories to choose from on this subreddit, but as a suggestion I would recommend first looking at the top posts.
In an attempt to make sense of his own mysterious and unsettling childhood memories, a man begins to reconstruct his past. As the games and adventures of his youth become engulfed by a larger story, he finds that it forms a tapestry of unbelievable horror that he never could have expected.
Each chapter completes a different piece of the puzzle for both you and the narrator, and by the end of it all, you will wish that you could forget what he never knew.
Here is the link to all the chapters of my favorite story: