When the kids were little, one of them ran into our bedroom shouting/crying that they had seen a shadow. A car had passed by the house and the lights cast a shadow on the wall which scared our little one. We cuddled them in our arms (ok, Karen did the cuddling) and assured them that they were safe in their room and shadows could not hurt them.
Psalm 23:4 (NIV)
4 Even though I walk through the valley of the shadow of death, I will fear no evil, for you are with me; your rod and your staff, they comfort me.