There are tons of stories from around the world but would the average person be scared to go out because of them or were they more skeptical than that? I find it easy to imagine they were convenient stories to tell children rather than to make them worry about bandits and the like.
Belief is a difficult thing to evaluate: it can vary from moment to moment/year to year for an individual. In addition, evaluating a source that describes these types of entities and seems to imply belief may not be true to what was going on "inside" of people. This caveat is important before answering your question.
Then there is another issue - namely that it appears that there is a long-standing belief that people of the previous generation believed more heartily than "we" do. An excerpt from my book, The Folklore of Cornwall: The Oral Tradition of a Celtic Nation (2018):
There is evidence that people have always thought their beliefs in the supernatural were fading and that earlier generations were more fervent in their fairy faith. Asserting that a belief in these entities was a bygone facet of English heritage features in Chaucer’s fourteenth-century introduction to ‘The Wife of Bath’s Tale’, which the character sets ‘In the olden days of King Arthur [when] … all this land was filled with faerie’. The Wife of Bath adds, ‘This was the old belief’. It is a theme that appears to have resonated over the centuries with a repeated assertion that people regarded those from previous centuries to have possessed a stronger faith in the existence of a fairy world. Writing in 1997, Linda-May Ballard cites Jeremiah Curtin as describing the idea of a waning belief in the fairies in his 1895 publication on Irish folklore. Ballard then poses the question, ‘Might it be that the idea that fairy belief is fading and belongs to the past, is part’ of the wider tradition embracing the belief in these supernatural beings? (Linda-May Ballard, ‘Fairies and the Supernatural on Reachrai’, in Narváez, The Good People, p. 91; note 9)
Although not specifically from Cornwall, Seeing Fairies: From the Lost Archives of the Fairy Investigation Society, Authentic Reports of Fairies in Modern Times, provides evidence of British tradition enduring into at least the mid-twentieth century. Modernism affected but did not extinguish fairy traditions. A Cornish example from 2017 reinforces the idea that while folklore may change, aspects of belief can defy intuition by lingering over time. The Packet, a newspaper serving Falmouth and Penryn in Cornwall, reported the one-hundredth birthday of Falmouth native Molly Tidmarsh. The centenarian implied that some of her good fortune in living so long may have been due to her birth under a ‘piskie ball’, a round lump of clay, fired together with one of the tiles used on the roof ridgeline of her family’s home and business. Molly suggested that these objects were created to distract piskies who sought to come down the chimney to cause mischief for the occupants of the house. Instead, the piskie ball would entrance them, and they would dance around it until dawn, at which point they would disappear. It is unclear, and largely unimportant, if Molly Tidmarsh believed good luck was hers because she was born under the ball; what matters here is that piskies featured in a newspaper article in 2017 without a need to explain what they were. Molly remembered a tradition of the early twentieth century and it still resonated with readers one hundred years later.
All this said, folklore changes, so it is difficult to use early modern sources to project backwards. Nevertheless, it is clear that belief systems were likely very active during the medieval period. If people are describing these various entities, we should assume that belief was widespread.
And where there is belief, so too will there be skepticism. It is a matter of a spectrum, and one could find oneself in different places on the spectrum at different times, but the possibilities include belief and skepticism. Ghosts seem much more real in an old cemetery at night than they do on a street, surrounded by new buildings at noon!
There is also the question of how the various entities would be perceived. You might have a priest saying the entities exist - and they are expressions of the devil. Or you might have a priest saying the entities do not exist, and people should not believe in them. Then you might have someone in the village saying the exist and they have nothing to do with God or the devil, but that the reside somewhere "in the middle" - dangerous but unaffiliated.
To go back to the analogy of belief in ghosts, consider the current situation: some people believe and some do not.