AlreadyGenerator Rex has demonstrated this, in the first episode, to list off, The Evos when they're not particularly dormant, the henchmen to Van Kleiss, and Van Kleiss, especially when Van Kleiss dies, and then he resurrects himself, graphically, it's already quite frightening, and it's barely out.
Almost all of the E.V.O.s seen so far are heavy on freaky design and some are straight up Body Horror. And a good number of those E.V.O.s look like Eldritch Abominations (see: Weaver's fate in "Frostbite").
In the episode "Breach" (which is a nice Silent Hill type of episode) there is a Creepy Child, E.V.O., that Rex meets, she ends up turning into a huge blob monster out to kill Rex. The much more subtle horror was to look how devoted that girl was to Breach's 'world'. The girl was either damaged from the start or Breach broke her mind to what it was when we saw her.
Everything Breach said in that episode should also qualify, especially "I give nothing... Never. I take." What's really creepy is the fact that this the same voice for sweet and kind Starfire from Teen Titans.
That bunny suit in "Breach."
The Big Bad, Van Kleiss. He's vampiric in his nature and appearance, which may not necessarily be frightening, serves to make him more unnerving than he already was. He's rather creepy in his own right given his powers, voice, and personality. And the scene where Van Kleiss fed off of Rex was painful to watch.
Rex's nanite overload in "Frostbite" is also pretty horrible...metal tumors that move.
One episode is about how the new military/government branch after the big bang met our hero. During the episode, the group goes up against a giant machine/mecha, one that utterly destroys half of the high-tech, monster-killing machines they brought with them and the men manning them. Turns out, after finally hurting the thing, that the mecha was controlled by none other than our Hero. The really bad part? He's a kid that unfortunately has suffered repeated cases of amnesia and has no idea when the next memory loss will happen. Now combine that with the previous. Try watching the show now without looking at Rex like a ticking time bomb.
In Generator Rex, everyone is a ticking time bomb. You, your family, that cute Cheerful Child down the street, your pets, the squirrels in your backyard... Anyone, at any give time, for no apparent reason, can turn into a horrific monster and possibly go on a rampage, possibly forcing the authorities to put them down permanently.