Most of the time I just laugh, but once in a while, especially if I can see someone's reacted that way because they're scared of spiders, I'll start telling them about how fascinating they are, that they are in secure enclosures, etc. I've had a few people who vowed never to come near a T, ever, come over to see them.
For the obnoxious ones, it usually works to ask them why they're so scared of a little tiny spider. Sputtering indignation always entertains me

And I'm keeping "But who will keep my face warm at night" in reserve, thanks! :happy: