Mitchell Clay was the first white settler in what is now Mercer County, WV. One day while the men were away hunting, Indians rode down from the ridge and killed and began to scalp one of the boys who was working in the fields. When his sister came to his aid, she too was killed. Another boy was kidnapped. A posse followed but the Indians split into two groups. The men followed them into Boone County and killed several Indians before realizing the Clay boy was not there. After they backtracked and pursued the second band who had fled to Ohio, they arrived only moments after the third child had been burned at the stake.
In the 1970s the land was used as a small amusement park and for music festivals and other outdoor activities. Now it sits deteriorating on the original gravesites, a silent almost mocking monument to this tragedy of long ago. It is rumored that on quiet summer nights you can hear the voices of children. Or maybe it's just the wind.
All I can say is it creeps me out. I have personally had strange things happen while I was there as well. Carillon bells playing, an owl standing in the roadway in broad daylight which took off over my head, the smell of smoke with no fires around, rustlings in the brush behind me as I walked along and a feeling of being watched.
I wouldn't trust any Indian massacre story told by the white survivors. As the first white settler in the region, Clay may have been trespassing on forbidden ground. He may have violated a treaty or agreement. The Indians may have warned him what would happen if he invaded their land.
For more on that subject, see Disease = "Invisible Bullets"? and Justified Killings at Richland Creek.
As for the haunted amusement park, it's a variation of the stories based on Indian burial grounds. Until someone produces hard evidence of the hauntings, I wouldn't take it too seriously.