Master Xehanort's latest plan combines Ven's fate and Terra's. In short, not only is Sora comatose from his Heart being broken, but Xehanort wants to turn him into Soranort. And even after Mickey and Riku rescue Sora from Xehanort, he's left comatose, in the same position (metaphorically and literally) as Ven. Knowing he gets better doesn't really help.
The deliberate amount of Mind Rape that Xehanort put Sora through in order to render him comatose actually outright tops what he did to Ven and Terra, because it's not just in The World That Never Was that he does it in, no that's just where he goes all out, he does it in every single world he meets Sora in. No attempts to be a decent guy, nothing, he just gets right to business this time around.
Does anyone else find the concept of 13 Xehanorts running around at the same time horrifying?
Not just the concept of 13 Xehanorts, but the fact that out of the six we already know about, two of them were achieved by Xehanort possessing someone other than Terra... Braig and Isa. When you think about how different Isa in Birth by Sleep was from Saix, and consider that Saix has had the yellow eyes and pointed ears associated with Xehanort possession ever since his first chronological appearance in Days... he's been possessed for at least a year, and we have no idea how aware of it he was.
Dream Drop Distance also demonstrates that, despite being an old man, Master Xehanort can still be pretty damn scary while doing nothing but talking. The way he casually talks about how badly he screwed up the lives of Terra, Ven, and Aqua while slouching in his chair and smirking really shows how far he's jumped off the slippery slope. Props to Leonard Nimoy for doing a truly chilling job.
One of the truly scary parts of DDD was one scene with Yen Sid. After learning the true extent of Xehanort's planning extending to putting his Heartless in Destiny Islands at the point of its destruction solely to make sure he can time travel there, he promptly freaks out, and the realization comes across that for all of his calm planning and advice, Master Yen Sid is terrified. OOC Is Serious Business was heavily in effect. It calms down quickly, but it also puts into perspective the scene with Kairi in the secret ending as a last ditch effort to throw a Spanner in the Works, rather than just trying to protect the Princessses.
Not to mention Rinzler's very existence (or lack thereof). Even if he isn't the TRON Sora knew (the Tron from the Grid and the original ENCOM server and the Tron from Space Paranoids are two different characters) you still feel for the poor guy.
Sora's dream version of The World That Never Was. The place is a twisted wreck, with buildings sliced in half, others contorting crazily, and 'Contorted City' has large chunks of building flying at you. What's really the icing on the cake though is the world theme ("Sacred Distance") that sounds like a distorted and unsettling version of "Dearly Beloved".
Anti Black Coat Nightmare. Despite the Word Salad Title, he is extremely scary in his own twisted way. He has attacks that look similar to a fountain of blood, and is extremely fast. Even though his attack that sucks out almost all your health can be blocked, you may not see it coming.
The existence of The World Ends with You characters in Traverse Town, with the exception of Joshua. First, in order to be caught in the Reaper's Game that they seem to be caught in, they needed to die in Shibuya. Then, while they were dead, before they could win their game and come Back from the Dead, Shibuya is destroyed by the Heartless, resulting in all of their destruction. Joshua, consciously aware of this due to being the Composer, cannot save their souls, instead fashioning Living Memory copies of them out of Rhyme's dreams. They continually play the Reaper's Game, but the problem is that there are no Reapers in Traverse Town as far as anyone can tell. There isn't truly a Game at all anymore, and it is just their lives ticking away. And if Joshua does return to Shibuya somehow and reunite with their spirits, who's to say that the entire reason for the Game won't be brought into the picture? And that's not even bringing the entry fee issue up.
While more in-game than in-universe, fighting Julius can be pretty frightening. Even more if you aren't prepared, and happen to just enter the area without knowing that he's there. He's a huge, hulking beast that's not just incredibly strong and capable of obliterating you with a handful of strikes, but some of his attacks are consecutive and pretty difficult to dodge. There's one where he just charges at you, and if you dodge, he'll turn around and charge right back. Though, the cartoon skidding sound when that attack ends counters the scary.
"My name is Lea. Got it memorized?" Even though he just saved Mickey and friends' collective bacon, something about the monotone way Lea says those words is bone-chilling.