Stephen started going through a phase where he started becoming afraid at times. It turned out that he was afraid of monsters that he thought were in the darkness lurking somewhere.
Papa: Stephen, monsters are pretend.
Stephen: Monsters pretend?
Papa: Yes, monsters are pretend.
Stephen: Oh!
He still needs occasional reassurance sometimes when he becomes afraid and will ask again.
Stephen: Monsters pretend?
Papa: Yes, monsters are pretend.
Stephen: Oh!
He and Sarah by themselves also figured out that Superman and Spiderman are pretend. However, they think that Santa Claus is real.