That the movie "Space Camp" really happened, when I was in 4th or 5th grade. I wrote a detailed letter to NASA about it, and in response they sent me an envelope full of space posters and refrigerator magnets and such. (But they never did explain to me what a thermal curtain failure was.)
I also believed the "Adventures in Odyssey" universe was real. I never missed an episode, listening to Focus on the Family Radio Theater every Sunday at 8:00.
And not so much a belief, but speaking of Protestant radio, I was terrified of the Al Denson song "Alcatraz". It literally gave me nightmares on several occasions, because it was one of my friend's favorites and he would always play it when I was at his house. I felt like dogs and helicopters were chasing me to drag me to the electric chair.