There's not much to get. It's just a story about the universal fear that children have of 1) being left alone without their parents, and 2) being threatened by people/things who want to hurt them.
I remember being terrified as a kid by a similar story where a monster or whatever keeps saying "I'm coming to get you, Billy... now I'm on the first step... now I'm on the second step..." and so on. I never even managed to get to the end of the story. Not knowing what the threatening voice was, and having the anticipation build like that, made it so much worse for me.