For me it was The Sorrow MGS3. He freaked me out. Not only was he a ghost, not only did he cry blood, BUT HE HAD A HEALTH BAR THAT WAS PERMANANTLY AT ZERO!!! And not to mention having all the people you killed walking past you. And the fact that he shoots those little beams at you that make that creepy scream, ANNNNNND all the people you killed drain your heath if you get near them and if you shoot them they scream. I was pretty freaked out. And it didn't help that I was by myself in the middle of the night when I first did it.
What freaked me out was my first time to fight the Berserker in Gears of War. She freaked Rawr and me out, but now we're used to it. XD
Phantera Cantus,in TWEWY. I couldn't even hear any of my character voices! It was just: HRAHHH!! HYAHH! HAHAHA, ENJOY THE MOMENT!! HRAHHH!! DON'T LET LIMIT SLOW YOU!!! HRAHHH!!! HYAHH!! OPEN UP YOUR WORLD! *Game Over screen*
Don't even remember me of that.... That Zetta Son of a Digit! I already heard enough SOHCAHTOAs from him.....
I have alot of these but I can only think of Laughing Octopus when I first played her my room was pitch black and there was this awesome storm outside which messed with my tv and applified the sound randomly and made that creepy laugh of hers echo through out the top floor of my house (now that is scary but none of you guys could understand it without seeing my top floor)
Um... I'd say in FFII the third boss you had to fight in the castle..when it was all fire-y. I forgot it's name but it freaked me out, my fingers were sweating from holding the DS, I was creeped out when the battle was beginning. o_O.
Seconded. *shudders* Crazy robotic monkey. And slightly unrelated but the Game Over screen from Zelda II still creeps me out.
KH1: Sephiroth fight for the first time. It was late at night, I had my lights off and only the Tv was on. When the music started to play I was like "Holy Mother F*cker! WTFH?!" I nearly peed my pants. It was when I first got it.