I always keep mine open, especially at night...i'm not afraid of anything in there, I just don't like not being able to see everything in my room. That's why I also go to sleep at night while keeping one eye open.
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Closed, I used to keep it open all the time when I was younger though. It's funny you should mention the fear thing, 'cause I've always found an open door to be more creepy than a closed one due to the thought of someone being able to creep in more silently.