When I was a kid I used to play a bit with Celestia, but I remember I was pretty scared whilst using it... there was some kind of dread/anxiety I felt just looking at the vast void of space and something giant like Jupiter or Saturn next to it, I always thought an UFO or something was gonna pop out of nowhere.

I don't know if this feeling is common or not but I do remember reading about someone here on on Reddit feeling a similar thing, I believe it to be similar to thalassophobia.

This. While it wasn't Celestia (I was playing around with Orbiter), I ran into a very similar, very specific scenario. In Orbiter, you can fly to planets using orbital mechanics a la KSP but on a true scale. Frustrated that I was having trouble getting to Saturn using a Hohmann transfer, I eventually said fuck it and just input coordinates that put me just a little ways outside of Saturn's atmosphere.

Upon hitting the button to warp to the coordinates, I was presented with an entirely flat, beige plane. Thinking I had screwed up the coordinates, I began zooming out. Since Orbiter renders to scale rather than the scaled down planets in KSP, I began to realize that there was no mistake, and just how small my ship was relative to Saturn. It literally gave me a shiver. It's so hard for us humans to really perceive how mindbendingly big things are in space in a direct sense.

I have maybe 2 hours total usage time with celestia from years ago.

I still occasionally have pseudo nightmares from the pov of using celestia to orbit 'scary' celestial objects.

I'm not exactly sure what the deal is because I never had any conscious reactions to using the program. But apparently it made some sort of impact.

Same! I lost days looking for the most distant galaxies and traveling to them. I always felt the same anxiety of the emptiness thinking why the universe doesn't give us a way to explore it, why I was born so early or in a _lame low tech planet_ (in a lame low tech country) or how incredibly diverse could be the life out there. I remember being fascinated by the sheer number of galaxies and then "wait, this app doesn't even zoom _into_ galaxies", which is another level of infinityness, and that was just overwhelming. Man, I feel depressed now.