The cucuy is a legend that parents tell their kids when they feel like they are independent. They will usually say "te va llevar ese hombre" or that man is going to take you. It could be the Mexican slender man but the way parents make it sound seemed so much scarier. The story goes a man takes children or anyone who is disobedient and is alone at night in the streets or even in your home. My mom had a story to go with it when I was little. She said that one night her and her grandma were walking home from the market when she saw the shadow of a man in the road. She told me she didn't see a face just the shadow. He didn't leave her sight she'd see him everywhere she turned. Me being around 6 years old believed her it scared me so much I didn't sleep that night in fear of getting snatched. Every Mexican kid has heard this one and has probably has scared them. But this little folk tale or,some weird parent thing to scare their kids is widely popular in Mexican culture. It works it keeps the kids in check and probably has keeper you check when you were little.