I was not raised Christian growing up, but I still recall believing someone was always watching me as a kid. It was likely because so many around me were religious, and I had been told so many dead relatives were "up there smiling down on us" when they died. I thought both that someone was looking through my windows and that people "up there" could see me.
Until I got access to pornography (too early) and then I guess the tradeoffs changed, and I eventually got over it. I do distinctly remember wondering what grandma thinks of me at that time. But not for long, logic kicks in to explain anything away when you've got fast internet to exploit.