For me it was "The Nightingale and the Rose" by Oscar Wilde. A young student laments an unrequited love, and a nightingale makes the ultimate sacrifice to help him. Absolutely fucking slayed me Little-kid me sat there and sobbed after I read it.
I got a book for Christmas, stories for girls or something like that.. But there was a story about someone who wakes up in their grave, and people came for her.. calling her, that's all I remember, scared me to death for years..
For some odd reason, Alice in Wonderland FREAKED me OUT as a kid. However, I was the same kid that loved watching monster/alien movies and slept peacefully with no problems. Go figure.
I think I was most affected by "Dove" in so far as a book I actually read. But 2 years before that, when I was like twelve some kid at school had a satanic book... wow! that really influenced my life in a negative way. I didn't look at the book, but I knew its title. It just made me really negative.