But when they saw him walking on the sea
 (See Gill on Matthew 14:26); 
 they supposed it had been a spirit;
 a phantom, a spectre, an apparition, a nocturnal demon: 
 and cried out;
 as men affrighted at the sight, and fearing they should be hurt by it, or that it portended some evil to them; (See Gill on Matthew 14:26).