Not books, but there have been a few creepypastas that had me on edge for weeks after reading them. There was one about a murderous doppelganger that disguised itself as a household pet that had me nervous around one of my cats.

I saw her napping in my living room and then a few seconds later sitting patiently by the bathroom. She must have slipped by me without me noticing, but I was a bit afraid of her for a while after.