Van Pelt: End of the line, Sonny Jim. Game's up. Start running.
Alan: (pause) No.
Van Pelt: Aren't you afraid?
Alan: I'm terrified. But my father says you should always face what you're afraid of.
Van Pelt: ...Good lad. You're finally acting like a man. Any last words?
Alan looks down and notices his game piece moving to the end of the board, after which the word "Jumanji" appears.
Van Pelt: Huh?
Also, Alan got trapped in the jungle of Jumanji as a kid. Sarah stopped playing the game and thus Alan remained trapped for twenty-six years. And he survived. Most kids probably wouldn't last a few days or weeks in such a situation, but Alan adapted and proved himself a survivor.
Alan busting out his ancestor's Civil War saber to deal with the plants. "Sorry, Angus. Harvest time!"
Possibly when Judy tells Aunt Nora that she didn't lie when she found out the only reason they were able to get the house dirt cheap was because a supposed murder took place.
Aunt Nora: Alright that's it, I am sick and tired of your lies, young lady! You're grounded!
Judy: Fine! There's nowhere to go in this stupid town anyway! And just for your information: that wasn't a lie!
(Nora lifts her head up)
Judy whacking a giant mosquito with a tennis racket, causing the others to flee.
For a kid that was afraid of just talking, Peter goes through leaps and bounds of bravery, hanging upside down from a branch to get the game, creating a makeshift rocket launcher, and fighting off spiders with an axe.
The stampede of animals, as they ran through the bookshelves and through the hallway. Again, as they run through the streets.
When Van Pelt fires at Alan, Sarah attempts a Heroic Sacrifice by leaping in the way. She had no way of knowing there was going to be a Reset Button, and if there hadn't been, but Alan hadn't rolled the right number to reach Jumanji, her turn would have been next. Even if the game skipped her (and Judy), she had no way of knowing if Alan and Peter still playing would have ended everything and brought them back to life, but she still did it anyway. Aside from showing she loved Alan, that's pretty awesome coming from someone who was so traumatized she had to spend two thousand hours in therapy for 26 years—and it's also her making up for having fled and left Alan in the jungle all that time.
A moment that is as much "Whoa!" and a bit mind-blowing as well as awesome: when Van Pelt fires, Sarah leaps in the way, and the bullet is halted in mid-air...only to slowly be sucked back into the game. As it goes, Van Pelt's gun and then Van Pelt himself begin to follow it...and you realize that everything the game released is about to be sucked back into the game too. The payoff was about as good as the anticipation.