Do you teach your children to fear certain things ?

Honestly it’s my go to but my best friend does not! So her 4 year old does things like just walk outside at night and run in the parking lot.. if I don’t want my daughter to go somewhere or run away from me I tell her there’s a monster or bug or something to that effect. Bugs intrigue her more than scare her now but u get it. My mother used to scare us the same way and now I’m questioning myself .my mom was actually kinda like the mom on waterboy lol everything was bad or we would die ! but I still won’t do drugs or drink too much or eat too much or go out the house without a bra cuz of the things she said. I also won’t watch scary movies or anything of the sort either. But my friend has an older son who is very scary he’s scared of everything and he’s like 12. So my thing is am I desensitizing my kids or making them more scared and do you guys do this ?

Update: The thing is my daughter doesn’t care about truth or practical warnings but she does stop dead in her tracks if say there’s a monster. If I say it’s dangerous she says no it’s not dangerous. She’s a daredevil and has jumped off stuff and just runs and climbs all day she has hurt herself several times and does not care. Which scares me even more ! I did not say she runs in the parking lot I said my friends daughter does and doesn’t listen.