My eldest brother told me that when you started a jigsaw, first you had to do the outside. This stopped an army of 2d creatures called the Nth men from escaping, then you killed them by doing the centre. If you failed to complete the jigsaw, those that survived would get you in the night in revenge for their fallen comrades.
I don't think I seriously believed this myself, but I had to wonder why my brother liked doing jigsaws if he thought they were so dangerous.
A childhood belief about toys

others believed things like this
- I thought a "fallen soldier" was one who'd tripped and fallen during a battle.Anon
- my brother stopped me sucking my thumb by telling me the scissor man would come and cut it off
he was evilAnon - My older brother told me that everytime you sneezed your lungs would bleed. I believed this until I was 21!— Gem
- When me and my brother were kids we used to think that Jim'll Fix it's Jimmy Saville was called Jim'llAnon
- My brother was terrorised by an imaginary charecter called anorak doo-dah— Corin
- Me & my brother used to think that the science programme QED was called "KWED" rather then "KYOO EE DEE".— Richard Davies