Not paranoid or scared, but as another post said, kinda uneasy.
I think for me, I enjoy being the hunter not the hunted. While I know there is nothing that's going to attack me or be afraid of here in SE Ohio, it's the thought that a deer can see me walking in and if I'm up my tree, there's a lesser likelyhood he'll see me. I've never given a second thought to heading off into the woods before daylight. But I must admit I feel relieved when I finally reach the base of my tree.
By far, my biggest fear about being in the woods after/before dark is a skunk. I've walked up on many deer/grouse that snorted, took off running or flying, before I knew they were there. That stinks too, but it's not a fearful feeling, I just prefer to see what's in front of me, and prefer not to crap down both legs.