Great feedback! Honestly, I watched most of the series from my Tablet with headphones out while I was out in public. I figure watching something like that while being on the move would sort of diffuse the creepiness. I was just surprised how absorbed I was looking at something from such a small screen.
In terms of horror movies with child actors, the best one that I've seen, hands down is Split. A crazy guy with 21 personalities kidnapping a few cute girls and locking them up in a basement somewhere while he keeps changing personalities was insane to watch. This one I watched in a movie theater and in a dark basement.
The movie Stranger Things to me is scary on the perspective because while on some level it's fictional, there is an undercurrent on the movie itself that's quite real. If people dabble into stuff then they could inadvertently attract monsters from other dimensions to attack them. I'll put an article about what happened to a Mexican girl when she played games with that type of stuff:
http://www.dailymail.co.uk/news/article-2665899/Possessed-girl.html . Now there are some aspects of the story (i.e. the way the mother wrote letters on the wall of the house and the Christmas lights as a way of communicating with her son, and the D & D game) that sound eeriely similar to the incident described in the newspaper. I suppose it's that dimension of it that makes me feel uncomfortable watching something like that.
However, near the end of the series, it started losing that type of traction and obviously it's just acting and C.G.I. effects. The suspense of the unknown left near the end and you could just feel it's just a movie. The tension within the series, for me, was at it's maximum near the middle of the series with the Christmas lights, the letters on the wall, and the monster coming out of the wall for the first time. It seemed to be similar to that news article and felt it was too borderline to include this in the story of the movie.