DD (who is 2.5) is currently scared of badgers (!)
We have a badger set near the house, and the cubs come into the garden at night (well after she's gone to bed) to play. DH was out watering the garden at about 11pm once, and suddenly, out they popped from a bush.
Anyway, he did his 'let's introduce her to nature' bit, by telling her all about them the next morning, thinking she'd find this cute and cuddly. Unfortunately, we had a problem from them on at bedtime. She finally admitted that she was scared of the badgers, and worried they would get into the house. She asked dh to put the stairgate across her door to stop them coming into her bedroom - poor thing.
Eventually, dh went out into the garden, and had a very loud conversation with the 'badgers' - having left her bedroom window open so she could hear. He told them very nicely that Megan wanted to go to sleep and would they please go away to someone else's garden. What the neighbours thought if they heard him I don't know, but it did the trick for dd. Now we just have to repeat what daddy said to the badgers a few times before bed, and she's OK.