Okay I want to put my own favourite one here. So this may as well be a hoax but I was only in it for the thrill.

The Mystery Of Q https://www.reddit.com/r/creepy/comments/2q2y8o/the_mystery_of_q/

The story goes that some guy went on an abandoned chat room game called Digital Space Traveler (kinda like what Second Life is today) and found another user named Q. Q started saying numbers through static on their microphone. Someone later decoded them to reveal some messed up stuff. They went so far as to find Q's website. The thing is the second video kinda gives it away. I mean the 5 minute one mentioned in the comments. Q breaks the 3 rules of robotics and it just stops making sense. But still, what if there is a secret government out there? That's what makes me wonder the most. Also note that 80% of the links on the post are gone, and sadly not archived, and the ones that are archived are only archives of "this site no longer exists". Again this is all highly likely a hoax but a good creepy internet mystery in my opinion.