True horror stories? Boy, I don't think it's possible for me to sit through something like that. How are you not affected?
It's kind of hard to say, so I'll give you some real life scenarios that got me into that sort of thing.
1) When I was a little, my fear was tested by older girls in a sleep over that if I want to hangout in the same living room with them, I have to watch through Jason and Freddy Kruegar. They told me not to be under the covers or any of that sort. I watched through the whole thing.
2) A little girl still around this time my teacher would tell me, and a few of her students ghost stories and dark nursery rhymes. The tone of her voice would always sound dead serious.
3) In my early teens, my grandma and some of my immediate family members talk nothing but death and/or tragic incidents from other family members, or people we don't know about.
4) I wasn't allowed to be scared in the presence of my mother when it comes to watching so-called true horror flicks like Real Scary Stories, Scariest Places on Earth, etc. She would call me out and say "I did not raise a punk".
5) I always slept in the dark. I still sleep in the dark. Even at nights when I am completely alone in the house.
6) We live in a cruel and unusual world.
7) People I know in my life mentioned some preety f***ed up things that has happened to them.
8) In my early twenties before I bought my first car. There were some rare occasions that I would walk home from work past 10 pm or even midnight near the airport and the freeway in the dark if I did not want to bother my relative into picking me up.
9) The night does not scare me. I know it's not safe to stay out too long, but the silence is beautiful. Still, it's dangerous.
I'm just gonna stop right here. I don't want to get morbid... But you get the idea. I was expose to these sort of things. But I'm not entirely brave.
EDIt: Just tweaking some sentences.