Try turning the music all the way down, then roam around an unexplored area. I play at night with the lights turned off, and every now and then I get whacked from behind, usually by a cliff racer.
The surprise attacks really don't hurt my character much, but nine times out of ten I'll jump and knock something over.

....But the creepiest experience by far is the first time you walk into Curio Manor in Vivec and meet Crassius Curio....

Ya gotta love the creepies! It really makes you feel "in the game" and I love it, I love exploring ruins, Ancestral Tombs, etc, I especially love the seemingly most dangerous Daedric ruins! Just had to say that. OOOOOH! I almost forgot these are great places for my darker works, I get a lot of Daedra Hearts, and some really great souls in these!!!!!!!!!!

Yeah the ancestral tombs with the whispering freaks me out....

Yeah and in behind the "gostgate area" i found an nasty "crypt" or tomb that get me out of my sofa here i missed cane of beer on the floor because of this nasty place it had the worst monsters that i even have seen in this game i get tha fu*k out ASAP because i died at once (im at level 34) and the whispering voises was there all over the place uhhh omg i hate that dungoen!!!! :D