Don't worry, once youre given equipment to deal with them it'll start to demystify them and you'll feel more confident.
Don't be afraid to save before you deal with them too. If you walk into their radius (your odradek will pop up in a dramatic fashion and start tracking them) then you cannot save, but if you just walk back until youre out of their range again you can make a save and then take however many attempts as you want to handle them.
Their behavior can be hard to figure out, so feel free to message me or something if you want more info on how to best handle them.