But according to News.com.au, we also enjoy the frights inspired by fun.
Such as Halloween.
Psychiatry researchers at Wayne State University in Michigan have been examining why we revere fear. Especially why we've devoted an entire holiday to celebrate it.
A summary of their work, published in The Conversation, highlights how this may have to do with the dual-purpose nature of how much of our mind works.
"Some of the main chemicals that contribute to the "fight or flight" response are also involved in other positive emotional states, such as happiness and excitement," they write. "So, it makes sense that the high arousal state we experience during a scare may also be experienced in a more positive light."
OF TWO MINDS
There's fright - but then there's fright.
One's a rush - a surge of the senses.
The other's pure terror - a numbing, chilling state of near paralysis.
It's all a matter of perception.
And of a mind overriding itself.
"Our studies and clinical interactions ... suggest that a major factor in how we experience fear has to do with the context," the psychologists write.
It's because, when it comes to fright, we're in a constant state of two-minds.
The initial surge of fear is an instant, ancient response - driven by a part of our brain called the amygdala.
But as it drives into our mind, our 'thinking' brain - the hippocampus - kicks in.
And it can take control.
It can swiftly redirect the emergency 'fight or flight' state of arousal towards our centres of enjoyment and excitement.
Thus our delight for horror flicks. Or a Halloween fun-fright.
"When you enter a haunted house during Halloween, for example, anticipating a ghoul jumping out at you and knowing it isn't really a threat, you are able to quickly relabel the experience," the paper reads.
"In contrast, if you were walking in a dark alley at night and a stranger began chasing you, both your emotional and thinking areas of the brain would be in agreement that the situation is dangerous, and it's time to flee!"
PHYSIOLOGY OF FEAR
The brain's amygdala is a human car alarm.
It's constantly sifting through our senses - sight, smell, touch - to detect a threat.
Its response to perceived danger is to trigger the release of stress hormones, firing up our body's efficiency to stand and fight - or run.
"The brain becomes hyperalert, pupils dilate, the bronchi dilate and breathing accelerates. Heart rate and blood pressure rise. Blood flow and stream of glucose to the skeletal muscles increase. Organs not vital in survival such as the gastrointestinal system slow down," the researchers write.
But human evolution has given the amygdala supervisors.
They are the hippocampus and prefrontal cortex regions of the brain.
These are the threat-assessors.
They further interpret the data that caused the amygdala to press the panic button.
So the sudden sight of a big, black, hairy spider triggers a strong fear reaction because - in the wild - it is a real threat.
But, in the home, on Halloween, it's worth a laugh.
This is because the hippocampus and frontal cortex know what's going on. They can instantly add context to the amygdala's alarm.
It's a spooky holiday. Trick or treaters are about. And the spider's plastic, anyway.
"Basically, our "thinking" circuitry of brain reassures our "emotional" areas that we are, in fact, OK," the article reads.
"When we are able to recognise what is and isn't a real threat ... we are ultimately at a place where we feel in control. That perception of control is vital to how we experience and respond to fear."
TAMING FEAR
Fear is as much a product of our experiences as it is an automatic response.
But it also has a strong affect on our mind.
Which is why it can become so appealing.
"Fear creates distraction, which can be a positive experience," they write. "When something scary happens, in that moment, we are on high alert and not preoccupied with other things that might be on our mind."
A state of fright can also be a bonding experience.
"We are social creatures, able to learn from one another. So, when you look over to your friend at the haunted house and she's quickly gone from screaming to laughing, socially you're able to pick up on her emotional state, which can positively influence your own."
But not everybody likes horror movies.
To some, gag spiders evoke anger. Not a laugh.
"Any imbalance between excitement caused by fear in the animal brain and the sense of control in the contextual human brain may cause too much, or not enough, excitement," the psychologists state.
Sometimes, things can simply appear "too real". This overbalances our knowledge that it's "just a movie".
The opposite is also true.
"A biologist who cannot tune down her cognitive brain from analysing all the bodily things that are realistically impossible in a zombie movie may not be able to enjoy The Walking Dead as much as another person."
However, some - almost one if four of the population - can suffer unrealistic fear, in the form of anxiety. Others, about eight per cent, have fear deeply imprinted on their minds through post-traumatic stress disorder (PTSD).
Then there's a whole host of phobias and disorders that are fear related..
But understanding of the feedback loop between our rational mind and our animal instincts means effective treatments are available.
Others are simply bored by it all.