What should i do?

My niece is 4 and I'm babysitting her while both her parents are working.

Anyways she's talking to me and she starts talking about someone(the name was hard to hear clearly) who apparently freaks her out. I can't remember how she worded it but she said something that intrigued me and struck me as off..

It was a moment that made me feel like I should keep listening to what she had to say, like she was trying to say something important.

She continued to tell me this guy(she kept referring to him as 'he' or 'him') freaks her out in the head, and I tried to understand what she meant.. Then she tells me he also freaks her out in her body, or he freaks out her body. I then tried to get her to continue to try to explain what she meant(again, she's 4) but then she kinda just shut the whole conversation down?

Also I feel like the name she was saying sounded like someone I know she's been around. But it wasn't clear enough to know for sure.

Question is am I the only one who thinks that's an odd thing for her to be saying? Or is it something to just kinda let go? Should I address it with my brother and sister in law?