While not being said or shown explicitly, some of the most horrifying parts of the series come from before the main episodes.
It is heavily implied that before Geo, there were other Humans who landed in Teora. As we have seen no other Humans or even signs of them existing recently... It's not very hard to theorize what happened to them.
It gets even worse once you begin to think about it from individual perspectives.
Geo and Ami are almost killed in the forest by wolves.
Episode 2
Geo is almost killed by Gwain.
Episode 4
Geo and Marlow are almost killed by a gigantic worm monster.
Geo, again, is almost killed by Gwain.
Episode 6
It's implied that Geo is unable to use magical Teleporters to get around the kingdom. Due to his differing species and weakness to magic, it's not hard to imagine what could happen.
Geo enters a hijacked train to try and save Ami.
While on the train, the medium shifts into a Run-and-Gun. But, if these events are happening as they are portrayed, our normally Pacifist Geo is killing dozens of people.
Even if an argument could be made that those being 'killed' are simply being knocked out (even though we've seen the damage his gun can do), many of their bodies are left on the train, which promptly goes off a cliff.
Lanney, our sweet little girl, engages in a death match with Tahjin, a gigantic monster, and almost gets killed.
Episode 8
Ami has the ability to heal people on physical contact. This alone is nothing bad. However, here, Ami and Geo get into an Arm-Wrestling match. Ami proceeds to win by reversing her healing, and draining Geos' health until he blacks out.
This alone raises many, many horrible questions. Can EVERY healer do this? Can other elements be used to a similar dangerous extent, such as sucking the air out of someone's lungs??? What if there's even some people who specialize in this type of thing???
Ghosts just exist. Not surprising considering all sorts of other monsters and mythical creatures in the world, but the circumstances of said Ghosts are quite harrowing.
The Bride, the main antagonist of the episode, is where many of these lie aswell.