Tristram, Holy crap! This village's people thought that the terror was over only for The Legions of Hell to come pouring out of the fallen Zakarum cathedral and raze the place. They've set up shop in the burning remains of the town, turning the blacksmith Griswold into a zombie, killing Wirt, and imprisoning and torturing Deckard Cain.
After the events of the first game, we see The Warrior who was then possessed by Diablo in a tavern with lots and lots of people. These people were drinking heavily until these people did some bad thing to The Warrior and that prompts him to unleash the Legions of Hell on that tavern and thus killing every single man except for Marius.
Going to the Rogue Monastery and facing a tonload of succubi is just plain wrong and horrible. Even worse if you face the Maiden of Anguish herself. Heaven have mercy!
Those aren't succubi. They're what happens to Rogues who get corrupted by Andariel, including Blood Raven, the original Rogue from the first Diablo. And the Rogues that didn't fall to her corruption? You can see their bloody and often naked corpses on stakes and various implements of torture scattered all about the place. Try not to think too hard about what these poor women went through at the hands of the demons before they died.
How long do you have to walk through a desert if your damn camel dies of exhaustion?
Tal Rasha. Sacrificing himself just to help the Horadrim and Tyrael seal Baal inside a tomb for good. Imagine fighting an extremely powerful demon inside of you just reeks off fear.
And then we go to the Cathedral of Light now known as the Durance of Hate. You go all the way into a place full of demonically possessed people (and demons as well). Think of it as a cursed place. To be precise, a church of evil.