Dark Souls, being a game based on a Dark Fantasy setting, has its share of scary, nightmare-inducing elements. Unmarked spoilers ahead.
Many of the NPCs are seriously creepy, and use a total creeper tone of voice. Yet they don't attack you... at first. You have to guess which ones are actually harmless, and which ones will kill you the moment you turn around.
The ones that don't attack you immediately probably will when they go Hollow after you exhaust their dialogue choices.
For example, when Rhea of Thorolund first arrives at Firelink Shrine, the Crestfallen Warrior describes her with a tone that implies that he's planning to do something to her.
He eventually goes Hollow and attacks you in New Londo Ruins. And he's not even the bad guy of the bunch; Petrus will kill Rhea later on if you don't take him out before he does so.
There's also the tone that Laurentius uses when he demands that you tell him where you found chaos pyromancy and/or large pyromancy flame.
If you do tell him where you found it, he will go Hollow and attack you the next time you enter Lower Blighttown. It's best not to tell him anything.
At the pool of the Firelink Shrine, at a specific point in the game, you can hear something snoring. But you can't see what it is. And it is very big and loud.
This occurs after ringing one of the Bells of Awakening. It's Kingseeker Frampt, who is awakened once you ring the second one. Of course, he himself is ugly and horrifying and suddenly appears out of nowhere...
The Mimic◊, a Chest Monster. You end up trying to open it, the Mimic responds by eating you alive. The only way to uncover it is to attack it, and even then, you still have to stay out of melee range to avoid its instant kill attack, which is (of course) eating you alive.
Oh, and those teeth? Finger bones.
There are many unnerving enemies in the game. The Bloated Undead and Crow Demons in the Painted World of Ariamis for example, as well as most things found in Blighttown and Lost Izalith.
The fate of the Witch of Izalith and her daughters. She loses control of the copy of the First Flame she created and is transformed into the Bed of Chaos, her daughters turned into demons. Only one escapes.
Gravelord Nito, in spades. He's literally a mountain of corpses with a magical cloak and a sword (also made of corpses) the length of a car. In one of his attacks, he stabs his sword into the ground, which comes up under you unless you dodge fast- and that's not the scary bit, although it is lovely Paranoia Fuel on its own. When he does this attack, you hear a disembodied woman's voice shriek in agony. It's quite... disconcerting.
After you drain New Londo, and go down the lift, you'll be confronted with a vast pile of bodies, final resting place of all those who the flood claimed in order to seal off the Darkwraiths. Even more disturbingly, though, the Darkwraiths are still alive, and now you're in their territory, they're coming for you.
Don't look too closely at the walls in the Catacombs if you have a fear of insects.
Oolacile Township. It's filled with ordinary townsfolk that have been completely warped by the Abyss and have their limbs hideously lengthened and contorted well beyond what a normal human should look like. The screams in the background (which sound uncomfortably like a little girl who hasn't been corrupted... yet) don't help.
The Pisacas - holy maidens turned into half-serpent half-octopi. If they grab a hold of you, they suddenly sprout a massive spike out of what used to be their heads. They are made aggressive by horrendous dissonant music, played by some kind of clockpunk record player which was built solely to torment all who hear it. Even the man-serpents are afraid! They just run from the Pisacas, ignoring any attacks you do to them, until they make it to some safe high position.
Two of the pisacas are not hostile; they cower in fear from the player and run away if attacked. If you listen closely you can hear them crying.This, as well as their miracle item drops implies that they are holy maidens who have recently been turned in to pisacas via Seath's "experiments".
Knight Artorias, or rather what's left of him when you meet him in the Downloadable Content. Once the player reaches him, the once proud knight has completely lost his sanity due to the corruption of the Abyss and howls at you like a raving beast trying to kill you. It's very disconcerting to see him act like that, after all the hype behind his lore.
The Abyss is a likely contender for the scariest Eldritch Location in the game. In fact, the very first time you enter it becomes a textbook example of Nothing Is Scarier: as soon as you land in the horizonless Abyss, there's seemingly nothing happening at all at first. A couple seconds later, one of the Four Kings makes its appearance by emerging from the darkness, triggering what is unequivocally the most nerve-wrecking fight in the base game, from the spectral appearance of the boss to the absolutely oppressive chorus, pressing you to hurry up before you're hopelessly overwhelmed by the respawning kings.
Pictured above is Manus, the Father of the Abyss and the Final Boss / Big Bad of the Downloadable Content. He is a terrifying Eldritch Abomination that curbstomped and corrupted Artorias, and spread the darkness over the land of Oolacile, turning its townsfolk into little more than mindless, grotesquely deformed monsters. The way he fights is downright brutal, capable of making even veteran players shudder in fear with his crazy, unpredictable moves. As if it wasn't enough, he's heavily implied to be what has become of the Furtive Pygmy, one of the original Lords and bearer of the Dark Soul. This alone carries a lot of Fridge Horror as to what would happen should one's humanity go on an uncontrollable frenzy. The horror doesn't end here, as his legacy carries on over Dark Souls II, where the tiniest fragment of his soul dwells within Queen Nashandra, the game's true Big Bad.
The Painted World of Ariamis is, in its entirety, one gigantic Uncanny Valley. The entire purpose of the place is to lock away things that had no place in the world or were too dangerous, even towards Gods. Virtually every single enemy in the the Painted World is a unique brand of Demonic Spider, and those that aren't are just reused but equally hellish Demonic Spiders. Some of the more dangerous ones can't even be killed without poisoning yourself, while some others are hidden in the Creepy Basement. A surprising amount of loot that, from a story standpoint, only make your journey harder can be found there. Besides all of this, the whole world just gives a sense of overpowering wrongness, like you truly shouldn't be there. The area boss in particular, while actually being one of the more tragic and kinder beings in the game, has an unsettling Dissonant Serenity about her.
The Kiln of the First Flame. After countless grueling battles against the bearers of the Lord Souls, you harvest all four of them and satiate the Lordvessel, opening the door to Gwyn's true resting place. As you descend the staircase floating in a white void, ghostly apparitions of Black Knights walk past you, making you cringe as to what happened down there. Then, after making out of the white void, you are treated to... a dark and emptydesert of ash and cinder. Aside from a few Black Knights awaiting potential intruders in the wasteland, there is absolutely nothing else in the desert, emphasizing the ever-increasing despair of the scenery. And finally, after a long, tiresome march towards the very center of the furnace, you meet Gwyn, theLordofCinderhimself.
Maneater Shells are dangerous foes, but only start getting properly scary once you realise that their mouths aren't filled with pearls, but skulls.
Imagine: You're walking along a mountain passage in the Valley of the Drakes and you find a presumably dead dragon hanging from a cliff side, and close to it's body is some loot. Being the curious person you are, you get close to start pillaging the corpse, then as soon as you pocket the items, the dragon rises from the ground and starts trying to kill you. Congrats, you just found an undead dragon. Bring my brown leggings.