I also had a fear of Jesus, when I was 5... well, a fear of a picture of him, anyway. There was this picture of him at a kindergarten friend's house, and it was one of those glowingly supernatural eyes portrayals, very intense, and plus the guy had long hair and my parents took a dim view of those hippie types anyway. So I ran shrieking to my friend, crying, and when I told her what was scaring me, she just said "Silly, that's Jesus!"
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Ok, Jewish kid here too. I didn't know.