Just to see what he would do.

Yes, because when you have been kidnapped by a madman with a torture chamber in his house the bet thing to do is to try to escape for the sole purpose of 'seeing what he would do'.

This is one of those questions that is entirely subjective. I need to know a few things before I can answer.
1. Which version is it? Some versions would annoy me, some would make me want to glomp him, and some might make me a little afraid for my continued existence. Which leads me to
2. What is his apparent intention? Is this obsessive romantic devotion, did I somehow piss him off and he's going to lock me in the torture chamber, am I just strange enough he felt like studying me for a while? What?
3. How angry is he when said abduction occurs? Are we talking like The Mirror or Down Once More? There's a smidge of a difference in his demeanor and the threat level there.
4. Do you mean "kidnapped" as in "grabbed without warning via utilization of brute force and/or sedatives", or "kidnapped" as in "turned up behaving in an enticing manner, so I went with him"?
5. Are we talking like the Ghost of Erik seriously haunting the opera house or that you somehow went back in time to 1881? The reason this is important is that actual ghosts don't really have much call for keeping/aquiring food or other necessary items to sustain a living person. I adore Erik, but if I'm going to be stuck starving to death in a cellar by following him, I'd rather just fall on my sword and be done with it. (then I can HELP him haunt the s*** out of the place! mwahahaha!)

...

I'm over thinking this, aren't I?

For me, It's the Andrew Lloyd Webber Version, But you can choose your favourite version.that's why i didn't designate any version. and It is putting you in Christine's shoes! being Christine for the moment!

I don't know really, to be honest would i want to stay with a man who has tried to kill someone i love???? Nope, but then again it's the phantom....

only if he was as hot as Gerard Butler, or if it was Gerard Butler!!

IF it's Gerard or Ramin then i'm staying XD

If he's going to kill me I would try (and probably fail) to escape. In all honesty, he usually kills people who trespasses into his lair. If I were Christine, however, I would definitely stay. And make him teach me to sing! :D
EDIT: The Phantomess has excellent points, which I completely agree with.

i would have to make some rules if i would stay:)

I'm with Phantomess on all of her points. But assuming we don't think too hard about it and he were to abduct me having the same emotions he had for Christine I would certainly want to be with him. I don't like being underground though and we'd have to come to some arrangement where we could be together and I wouldn't feel trapped under the earth. Also I don't think I'd be okie dokie with him murdering people and having a torture chamber in the house... that would seriously disturb me. Besides with my terrible luck I'd get caught in there one day while he was off Phantoming and get myself killed XD

If the Phantom looks like Gerard Butler or Ramin Karimloo, I wanna stay with him. :-)

It depends on which phantom he is. For example if he is Julian Sands or Robert Englund or the Kay versionI would run away. If he is Michael Crawford or Leroux Erik I would stay with him for eternity (I would probably not call him dad. Not because I wouldn't like to, but it would be a little awkward if you know what I mean.)

if was Leroux Erik, Charles Dance or Gerard Butler i would like