When humans are imagining something out of anxiety or fear, what they imagine remains behind, collects, haunts, and can even take on concrete form. That's how there can be a spider with gorilla legs lurking in the darkness underground, how people can die painting pictures of the Mothman on land, and why Gremlins appear in the air.
The concept is loosely based on a real life phenomenon where collective illusions of threats, whether real or imaginary, is transmitted through a population in society as a result of rumors and fear. The fears, paranoia, and imaginations of people manifest into surreal beings. They are based on cryptids, also known as Unidentified Mysterious Animals (UMAs) in Japan. Rumors of seeing these creatures spread among the locals, developing their collective hysteria. Extreme cases can eventually lead to people attempting to kill themselves while in a hypnotic state. The creatures can disappear when people either get over their fear, or their fear disappears.
The Mothman (モスマン, Mosuman) is a man with giant black wings resembling a moth. Around five years after the incident with the vampire Alejandro Torres in La Palma, the Mothman is created from people's fear of confinement. On the night of the Torres case, villagers were forced to stay locked in their houses. Seventy of those villagers become afraid something like that would happen again, and when they gather together their fears feed off each other.
In the middle of the night, these villagers see the Mothman. They all gather at La Palma's only church and frantically cover the walls with drawings of the creature. The villagers then burn down the walls of the church, but continue drawing using the ashes from the fire and their own fingers as charcoal sticks. They turn into zombies and still draw more pictures of the Mothman before the fire kills them again. Since then, various villagers such as Edvard Noriega have been seeing the Mothman in their homes at night. The Mothman tells all of them the same line: "Close your eyes, lie down, and think about tomorrow". As a result, the villagers are left in a state of fear thinking that they are going to die.
The Mothman also appears in the 37th universe. Citizens of Morioh gather at a temple in Jozenji and start covering the walls and floors with drawings of the Mothman. They were trying to get the drawings right but felt none of the drawings did him justice, so they had to try again. Jorge Joestar describes it as having two burly legs, a large head, and eyes staring out at whoever sees it. The villagers would soak each other with gasoline while the walls burned down, leaving themselves to die while they continued drawing. Rohan Kishibe (Universe 37) states that they sought after beauty, trying to make the Mothman appear symmetrical like he really is.
The same hysteria almost happens again to the remaining thousands of citizens of Morioh who gather at the Budogaoka gymnasium. They pour gasoline on each other and repeatedly mutter "Scared" in a trance. They are saved by Koji Hirose who uses his StandBlue Thunder to destroy the walls and ceiling of the gym, causing everyone to return to their senses once the locked room is gone.
The Gorilla Spider (ゴリラ蜘蛛, Gorira Gumo) is a creature with an imposing muscle mass, appearing like twenty gorillas fused into one giant spider. It is born from the fear of the dark in an underground temple in Rome that nobody has set foot in for over a thousand years. The Gorilla Spider moves like it scrapes across the ground and steals Lisa Lisa's lamp, leaving her in the dark. Although George Joestar cannot see it because of the darkness, he feels that it is about three to five meters tall. The creature lets out a long, wet sigh, which George compares to a fat man who had just reached the top of stairs. Its sigh signals visitors to the temple that it is there to put pressure on them, and prevent anybody from stealing the Red Stone of Aja.
George realizes that Lisa Lisa's fear must have summoned the creature. When George momentarily makes Lisa Lisa feel tense because of what he says, the Gorilla Spider moves closer to them. However, when he then clarifies what he actually means, Lisa Lisa feels relieved and the creature moves farther away. Lisa Lisa then kisses George and the Gorilla Spider completely disappears.
When they're older, Lisa Lisa theorizes that the creature must have always existed there, but developed over time from people's imaginations. Imagining what frightening things might be there in the dark with them, the creature matched them, growing into a muscular spider with massive legs.
Gremlins (グレムリン, Guremurin) are monsters of varying appearances which all loosely resemble the zombie Antonio Torres. They are born from the fear of heights when a member of the Royal Aero Club sees Antonio on his plane. Rumors spread among the pilots, and they start blaming any airborne mechanical failures on these monsters. They were small, skinny people with no eyes.
George's friend, Jim Graham, also sees one who he says is less than 50 centimeters tall. A gremlin may appear out of nowhere while pilots are flying, breaks something, and then vanishes. Sometimes the pilots see the real Antonio's zombie clones instead of the gremlins. Some say the gremlin looks like a lizard with giant ears, whereas others say it has horns growing out of its head. The only common ground is that the creature always has dark pits where its eyes should be like Antonio.