Another really scary one could be 'My phone rang at 3 am. The caller ID said it was me.' It plays on the idea of the self being something other or unknown, and calls at that time are always spooky.
They often involve being trapped, like in the riddle of the room with no exit. Trapped situations are inherently scary. It makes you feel the helplessness of the character in the riddle.
In a way, they can feel real because they touch on primal fears that we all have. But no, they're not based on actual happenings. They're just creative expressions to give you a quick scare.
One horror story could be about a haunted mirror. In the '7 second riddles horror story', there might be a mirror that shows a different, terrifying face every time someone looks into it for 7 seconds. It drives people mad as they keep seeing these grotesque images and can't escape the mirror's curse.
One story could be about a haunted mirror. A girl noticed in the mirror that there was always a figure behind her, but when she turned around, there was nothing. Every time she looked back at the mirror, the figure got closer and closer until one day she saw its face, a distorted and terrifying visage. And then she vanished, leaving only the mirror with a dark shadow inside it.