We've all seen that colour // danger scale that is going around. I believe it is somewhat useful to get a general idea, but it still isn't that exact. I've made one of my own - it's similar, but not the same. I don't believe going based off of your symptoms is the best, as people have varying symptoms while still being in danger, so I propose a way of going off of experiences instead.
Stage Zero - Not knowing about them.
Stage One - Finding out about them. This is the most common stage, other than stage zero. Creepypasta is a fairly popular fandom, and they may hear about it from a friend or on the web. They may just go about their day, or they might go onto stage two. This stage, or stage zero, is the safest.
Stage Two - Starting to research them. You might think they sound cool and want to learn about them, they might be your hyperfixation, or perhaps both or neither. You start simple, learn who they are and their backstories. For some, that might be enough, but for others they might stumble across things that urge to continue on. They might see forums about how people experience them, or perhaps they had some odd things happen to themselves. This stage is still fairly safe.
Stage Three - Realizing they're real. Somehow, you realize or suspect that they are real. Like I said before, you might stumble across a forum that talks about paranormal experiences and how it relates to them. You might realize you have similar experiences. For me, I heard about the slenderman stabbing case of the two teen girls who stabbed their friend in the woods in the name of slenderman. I wondered how they thought he was real, and it led me down a rabbit hole. This stage is when things start to become serious, but it's still relatively safe.
* / ** Stage Four - Starting deeper research and/or having occasional experiences. Once you find out they're real, it might all come together. Maybe you've had paranormal experiences before and now it all makes sense. Perhaps you want to find people that have the same experiences as you, or you're curious about them. But, once you start having experiences (hearing footsteps, feeling watched, seeing shadow people, etc), then it's starting to become worse.
** Stage Five - Having frequent experiences and/or " Slender Sickness ". This stage is basically an extended version of stage four, but more dangerous. Things are starting to get very serious, and once you start having symptoms of " Slender Sickness ", you know your health os declining.
** Stage Six - De-motivation or fear. By the time you reach stage five, you know you're getting sick and in trouble. This leads to many people quitting their research out of fear. For others, they experience a sense of de-motivation and wonder if it's worth it. Many people stop researching, and their symptoms + experiences lessen or even stop all together. Some people quit for good, and some continue on through it. Not everyone experiences this stage, or if they do, it's not very severe.
Stage Seven - Continuing research. You have symptoms of " Slender Sickness " but choose to continue on with your research. Some people never stopped, and some come back after a while. From this point on, you're unlikely to quit again, or if you do, you come back again and again, stuck in a cycle. Once you get to this point, you're likely to stay in this stage.
Stage Eight. Getting worse. Your symptoms and experiences get worse, perhaps even to the point of hospitalization, insanity, or death. Some people might run away, some end up in the hospital, and others might disappear or go missing. This is the most dangerous stage. I haven't seen many people get this far, stage seven at the latest, but I believe this one if possible.
* Some people might have experiences before they know they're real. They might just brush it off, think it's a ghost, or even something else.
** Some people might be scared and have symptoms of " Slender Sickness " before they start researching further into it.
Not everyone fits into these stages. This is just my theory. I know personally, I fit into stage seven. I keep cycling between stage four to six, researching before getting scared or unmotivated and stopping, only to come back again. I seriously doubt I will forever stop coming back, researching them. I know a few others that are like this. I believe stage seven is very likely permanent. I hope I'm wrong, but only time will tell, and so far my experiences tell me I'll be like this forever.