The first time I camped in the woods alone, I was separated from my friends, so I was alone unintentionally. I got to sleep ok, but I woke in the middle of the night thinking that "if there was a bigfoot, he'd be right here, in these mountainous woods." I didn't sleep so well that night, after that. Bigfoot didn't come, by the way.
Now I hike and camp alone a lot. It rarely bothers me, though I spent a night at Wapiti Shelter this spring, alone, and that was kind of spooky. In the late fall I switch to a warmer sleeping bag, which has a zipper that sticks sometimes. With no companions, I worry that I'll be stuck in my sleeping bag until spring...when they find the body.