The possible answers are numerous. Perhaps through years of evolution, our DNA has learned that the dead cause disease and can harm you, leading us to be afraid of corpses. Perhaps it's a simple tortise & hare complex, since regardless of how long we run, we eventually have to rest and sleep when a zombie doesn't. Maybe its the sheer audacity of the dead not being dead.
At any rate, if anyone wants to share their zombie fear stories, be it reasons they're afraid of zombies, or when their first exposure to zombies was, i'd like to hear it.