This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Dragon Ball GT
Baby. Basically a more family-friendly version of the Thing, Baby is a supremely vindictive mutant parasite that infects all but a tiny handful of people on Earth, taking complete control over them, and when he picks a main host body his power warps it to completely unrecognizable levels while enhancing its abilities. Even worse was that in his earliest stages instead of controlling people he infected he ate them, wiping out entire spaceships full of passengers.
Shenlong's Evil Counterpart. Just when it seems like all the character's problems can be fixed once again by the dragonballs, they see a dark, menacing version of Shenlong who promises that things will get worse before they get better.
The arc where Pan is turned into a doll. She can't make a sound, Goku and Trunks have no idea where she is, the bastard is trying to undress her, the doll room is filled with other people who seemingly were turned into dolls a long time ago and died (they are at least completely silent as one can't hear their thoughts like one can with Pan's), Goku and Trunks walk by the room many times and she just sees them leave... It doesn't help that the Spanish episodes were shown Out of Order so if one were unlucky one would never know how it ended....