1) I have an obsessive hatred of being over-taken when walking down the street. Thus, if someone is walking behind quickly behind me I speed up immediately. Thus presumably making them think I think they're muggers or something. If someone does overtake me I speed up to overtake them again. Thus presumably making them think I'm a mugger or something.
2) Whenever I look at anything vaguely erotic on the internet (even something as tame as a picture of a woman wearing revealing clothes) I immediately empty the cache and clear the history so no-one else knows I was looking at this. This is made all the odder by the fact I live alone and have sole access to my computer...
3) When I was about 16 or 17 my brother owned the Eels "Susan's House" single. It was kept in the lounge. The front cover freaked me out so much I'd make sure it was covered by a book or something before going to bed every night. The front cover's not even that scary.