Yep. It was in a team-up issue. I remember he was sitting up at night with only one light on, and thinking to himself, "What are the vampires going to do next?" Then Spider-Man snuck up on and startled him, making him spit out his cigar.
At first it seems funny that someone as strong and nearly-invulnerable as the Thing can scare himself with a horror story. But then Ben is still very human with his feelings and thoughts. We see him laughing at TV shows, annoyed at stories in the papers, eating huge stacks of pancakes... just as he did before he was transformed.