For me it's the thought of being buried alive. Alone within the tight confines of my coffin as the rest of the world goes about its daily business utterly unaware of my predicament. Unable to move very far, unable to see, yet fully aware of myself. I know it's only a matter of time before the air runs out and I fall asleep forever, but the seconds pass like hours as I struggle to control the panic building up within me.
I had my first real experience with this several years ago when I had my very first MRI. I lay down on the tray with my headphones on and they moved me into the tunnel. My shoulders were touching the sides, my hands were crossed over my stomach, and I was jamming to the music with the top of the tunnel a few inches from the tip of my nose. I was perfectly fine until the thought strayed into my mind.
So this is what it's like to be buried alive.
It took every ounce of will power on my part to keep from pressing the panic button they had given me. The only thing that kept me from doing so was the knowledge that I'd have to do it all over again if I did hit the button.
For two weeks it was all I could think about. I'd have nightmares about waking up in my coffin after I had been buried. I decided then that when I do die, they better cremate my ass. I don't want to wake up.