I used to live right on the coast, and it didn't frighten me, but then, I was used to the noises etc.
Mind you, it was blooming freezing, seeing as I live in the North East of England, so I didn't frequent it. Plus, the tide may have been in too some times - so that put me off.
Perhaps you've been watching Jaws? If you're not already in the UK, come here, no self respecting shark would put up with the North Sea! It's perishing. They sometimes go to the South East, but, it's typically basking sharks.