Green’s Dictionary of Slang

(US) unpleasant fantasies, nameless terrors, anything the mind can conjure up to produce nerves and fear.

1938		‘R. Hallas’ You Play the Black 169: I began to get the jeebies.
1943		H.A. Smith Life in a Putty Knife Factory (1948) 73: Mr. Pegler was born with a hangover. In his several disquisitions on the jeebies, or feebles, he has nonetheless missed an important point.