I agree that they could have come up with a way better name than "Mothman". He's supposed to be slightly scarier than something that bats at a screen door or goes belly-up in a light fixture. I don't know what to tell you there.
West Virginia is also home to the "Flatwoods Monster
", which scared the shit out of people well before Mothman.
In the area of WV where I lived, there was a link to the Mothman story in the personage of "Indrid Cold". It was never clear who or what Indrid Cold was, but I always found that story to be way creepier than Mothman's. A local businessman was driving along when a vehicle overtook him and blocked the road. A man got out and walked to the businessman's door. Reports vary but the general idea was that the man communicated telepathically with the guy and had sort of a fixed, maniacal grin on his face. He told the guy he was going to follow him around.
Then the story gets kind of wacky, the guy said he was abducted and went on all kinds of adventures with Indrid Cold, and he really was nowhere to be found when this was going on. My family corroborated this- he worked with my grandfather and lived next door to an aunt. The thought at the time was that he was running off somewhere and the whole thing was, quite obviously, fabricated. I guess he alienated (no pun intended) his family, lost his business, and so on, maintaining till the end that Indrid Cold was real and stalking him.
The really weird part of all of this is that there really was some guy following him. There are pictures that have surfaced of a man, fitting the description that the businessman gave of Indrid Cold, in the background of various crowd scenes, street scenes, outside the guy's house, and so on. No one knew who the guy was and no one could remember ever seeing him before. But it was always the same guy, popping up in every picture this businessman was in, somewhere in the crowd or scenery. So that was definitely strange. I don't know what the truth of the thing is, but Indrid Cold was a name that gave me goosebumps when I was a kid and I used to be absolutely sure sometimes that I would turn around and see a face with a maniacal, fixed grin looking in through the window.
Indrid Cold is spookier to me than Mothman, but maybe that's because I grew up in Indrid territory.