Pretty much any creature described in the book is a combination of hilarious and terrifying. Anyone could be a replicant. Even you. And, oh yes, the baddies can travel through time and wipe you or anyone you love from existence any time they choose. Or may already have done so, since you'd never remember the difference. Even outside the supernatural, Dave and various monsters' speeches about the horrors of life itself are disturbingly reasonable. Warning: Do NOT try to read this story to cure insomnia.
"There are always some who...resist progress." He is referring to a scene where thousands of spiders maim and gore millions of men and women in trench warfare. Not kill. Maim. The scene is extremely unsettling to imagine.
Thanks to the film, imagination is unnecessary. The scene makes very explicit note that children were also included in the slaughter, though it avoids directly showing them being maimed.
The end of the first plot arc, when you learn that some of the unreliable narrator's unreliability is (in his mind anyway) due to the fact that one of the main characters was actually erased from existence at the climax. The only evidence that he ever did exist are memories dredged up during the narrator's Soy Sauce flashback hallucinations.
The demonic version of Ronald McDonald that Dave sees is being forced to eat his own guts. And it's described in quite a bit of detail.
We get a very graphic scene of a ten year old boy melt while screaming in pain, and be transformed into a squealing pig while John and Dave watch in horror.
Late in the book, David explains to Amy that he had a really bad time in high school. It got to a point that everything just went wrong at once, and he may have been raped, which led to a fight with his tormentors that involved him cutting one of said tormentors' eyes out. Said tormentor later killed himself.
The idea of Korrok itself. A giant malevolent force insinuating itself into as many realities as it can while convincing the peoples of those realities that it's there to help. Not to mention the fact that it has the maturity of a 13 year old.
The chat transcript! Imagine a group of girls chatting with each other, all friendly and entirely normal. They talk about how they don't remember certain times of night. Gradually the conversation gets more creepy (one girl starts replying to everything with the word "serve") as the girls start talking about other worlds they have seen and what is in them. The end of the transcript is just...seriously, reading it gives one chills.