First, thank you so much for making this thread. It's so reassuring to me to see I'm not the only one.
I remember being about 4. I woke up one day, it should have been Tuesday, but it was Wednesday. I'd watched Dumbo the night before, and the Pink elephants had frightened me, and somehow I thought it was the pink elephants fault. I still can't watch Dumbo!
It happened a few times after that, but as I got older it stopped being so severe.