From about 2, dd was an absolute dinosaur freak. She LOVED them. Because my sister got her a dinosaur encyclopedia, she knew all the proper names, etc.
When she was 4, she desperately wanted to see Jurassic Park. But it didn't take long for her to get too scared. Later that day, there was a "behind the scenes" special on HBO, so dd and I watched it together and we talked a lot about it. She learned all about CG, and props, and how actors were playing pretend, etc. Next time we tried, she watched it and Loved it.
After that, she and I watched all the behind the scenes things, special features on dvds, etc... DD knew more about making movies than about any 6 year old you'd ever meet.
And because of that, she could, and still can, watch about any movie, no matter how scarey, without having it bother her at all. She knows it's all pretend, and knows how it's done. At 8 or 10, while watching a scarey movie, she'd most likely comment on the CG or how cool or ridiculous the monster costumes/props were. (We watched how they made the alien in Aliens - that's one of her favorites, the teeth are made of glass, etc. She likes that one)