A glitch has been discovered that if you save in the outskirts of Lumiose (Saving inside buildings doesn't seem to trigger it), it could permanently freeze your game and you'll have to restart. All your hard work and fun could go to waste just because one time you saved in the wrong part of the wrong city. Fortunately, Nintendo has released a patch to fix the glitch, meaning it's gone for good.
In-game, Team Flare are this combined with Paranoia Fuel. First of all is that their end goals basically amount to mass murder in either their goal for immortality or killing off everybody not them (former for X, latter for Y) and that they are able to listen in all Holo Casters. And then you have all the Nazi parallels in X. (Suddenly the name "Holo Caster" sounds quite uncomfortable...)
Meanwhile, their leader Lysandre is right up there with Ghetsis when it comes to horrible Big Bads, although falls short of the latter for at least having sympathetic qualities. It's still really frightening to see how off the deep end he is.
The fact that Lysandre is the first Team Boss to canonically die. (At least in Y. His final fate in X is farworse.)
To clarify, in X after the player defeats Lysandre, he decides to set off the weapon anyway in a Taking You with Me moment, despite the weapon not having enough power to do what he wanted. The Five-Man Band manage to escape, but Lysandre and a large percentage of Team Flare never make it out and are implied to have been buried under the rubble. What makes this even worse is that post-game Sycamore suggests to the player that they may have become immortal—meaning that Lysandre will be trapped therefor all eternity.
Though think about it, can't really be for all eternity because over time, the weather and such will wear down the rocks, or perhaps some far far future archaeologists will dig the site up. Regardless, what makes this very very scary, is if Lysandre DOES escape. Either he'll have had time to reflect being under all that rubble and become an enlightened being of peace, OR he'll turn into an even bigger (completely feral) psychopath with no rationality and will kill everything he sees and there is nothing anyone can do to stop him since he is unkillable.
The eeriest moment is probably fighting the Team Flare leader's Pokémon for the final time. In Y, Lysandre's Pokémon are loyally fighting to enact a plot that will guarantee their own deaths. They're minutes away from being destroyed at their master's hands, but still as loyal as ever - it's rather tragic.
The protagonist competes in Restaurant battles in Lumiose City. In Restaurant Le Wow (the Three Star restaurant) the owner serves you as the Champion before the battles. After the second battle, the intensity was so much for him, he has a HEART ATTACK! He doesn't die, but still.
That's made worse, actually. The heart attack was not fatal, since he serves you again the next time you battle... but he has another heart attack. Every time you battle him, you give him a heart attack.
On the north side of Lumiose City, there is a 3 floor building with little kids playing on the first floor and a dojo man from Kanto on the third. The second floor, however... as soon as you step out of the elevator, the lights go nuts, you're unable to move, and a ghostly woman just slowly moves around you before stating that "You're not the one." and leaves. This event is totally unexplained in game and leaves the question — who is the one and what would have happened if you were the one?
Making it even creepier is how she just kind of slides around you instead of walking properly, despite looking like she's mid-step.
To make things even worse, you can find her again. If you go to the Richissime Hotel on the fourth floor, you can find her standing in the corner in one of the rooms. Talk to her and she says, "Don't speak to me. I can't hear the elevator."
There's no implication that they're the same person, given the 'ghost' uses the Hex Girl character model. For all you know, the girl in Richissime Hotel just really digs elevators.
It gets even worse. If you go into Luminose Station and check behind the billboard at the top left, you'll find a note. It reads: "I'm going to go for help. Wait in the usual place." The implication being that the one the ghost was waiting for left on the train, died, and left her alone to wait for them... forever. But this begs the question what did they need help with so badly that they needed to leave for outside assistance?!
Or, maybe "the usual place" was the office building, and she went there expecting to find someone - not you - and she was murdered on the way, possibly by whoever she needed help from. The three events may be clues pointing to something dangerous that is key in a future sequel or a download.
From the post-game Looker subplot: When we meet "Essentia" for the first time. It gets worse when we find out who she really is and why she's stealing Pokemon.
When Essentia attacks Mimi the Espurr. The screen cuts to black, we hear Mimi cry out, and then there's that gut-wrenching squelch.It turns out that Looker took the hit instead, and he wasn't too badly hurt, but given that the Looker plot so far had been very explicit about death, it was easy to immediately fear the worst.
Although he's okay, the fact that Looker tries to pass off the gut-punch as bad enough to require a hospital stay, and Emma is convinced, is kind of creepy. Emma must have been worried sick, plus she wasn't even aware that it was actually her fault.
Watching Emma screaming in pain when the suit malfunctions near the end of the subplot. No one should have to go through something like that.
Café Kizuna is a place for people who are very friendly with their Pokémon. A woman there thinks that the ideal way to be friendly with them is for the trainers to live in PokéBalls as well. (Yes, she's eccentric, and this is a mild case, but she's clearly not a fan of the PokéStar movies of Black 2 and White 2; at least two of those movies had scenarios like that, and they were serious Nightmare Fuel potential.)
Valerie has a similar dream, claiming she's training Pokémon because she dreams of becoming one. (As if she wasn't creepy enough. Comparisons to her and The Fair Folk have already been made.)
Klefki's fainting animation. It might be a key chain, but it's still sentient, and watching it break apart like that is just unsettling.
Some of the new Pokédex are somewhat too creepy for a kid's game. Like the one for Phantump, which clearly states that they're stumps inhabited by the souls of dead children. Likewise, its evolution Trevenant traps those who harm the forest there forever, possibly turning them into more Phantumps as a result. Pumpkaboo is stated to be a spirit trapped on earth in the form of a pumpkin, becoming restless at night, and Gourgeist explicitly revels in human suffering.
Even worse than Snow White though, imagine walking through a dark spooky forest, you hear rustling. Something is following you. It's a living walking tree with long sharp claws a glowing red eye (Or half a dozen of them) which immediately grabs you or bites you (However it works) trapping you within the forest for all eternity. Remember in Mortal Kombat 2 the very very creepy forest of living trees, thinking back, you would probably rather be lost in there. At least in those games, all they do is growl at you.
The Fairy Tale Girls, full fucking stop. While some have some adorable lines, and they are generally adorable themselves...several of them reach creepiness you wouldn't expect a child to achieve. In fact, they seem downright possessed in some cases, saying the fairies they have are whispering to them, and telling them to do things, you can find them around areas associated with ghosts and hauntings, and one states she's old enough to be your mother, hinting these girls are far from natural.
The Fairy Tale Girl also do not have normal human eyes. They lack any pupils, and their eyes are constantly glistening, even seeming to have heart-shaped designs. They share this trait with Valerie, the only character who seems to share their strange tendencies...
They're also seen in the company of Hex Maniacs. These girls are normal for the most part...except the ones with the Fairy Tale Girls, who seem...lost in their own mind.
Fairy Tale Girl: My dear cuties whisper all kinds of secrets to me...
Fairy Tale Girl: Oh phooey! Don't you ever come back. If you do, we're gonna end you, mmkay?
Fairy Tale Girl: Tee hee hee hee! I can hear them! The fairies are whispering to me... "Fight!" "Win!" That's what they say! Hee hee hee...
Fairy Tale Girl: Shhh. Rest now and close your eyes... You won't ever need open them again...
Taking into account their demeanour and somewhat mature-looking faces, it's possible that at least some of them are midgets rather than children. And that they're intentionally affecting an exaggerated childish facade for...whatever reason motivates them. They come off more than a little disturbed as a result.
It is all but confirmed; one of the Fairy Tale Girls outright says she's "old enough to be your mother."
Another one (on Route 16) claims her mother dresses the same way she does. While it was probably intended to be funny, it just contributes to the theory that some of the Fairy Tale Girls are adults with issues of some kind...
It's been confirmed by Hex Maniac's and Fairy Tale Girls though that its really just an act, and very likely all trainer classes in all games such as psychic's are all just playing the role of that trainer class, its still possible that some of the Fairy Tale Girl's have some kind of mental problem, but for most they're just playing the role of fairy Tale Girl
Though they could very well be fairies masquerading as humans. Maybe even possessing children. The kid isn't older than you, but the fairy is.
Route 14. Most of it is a swampy route/spooky forest with tombstones scattered all over the place. Then there's the haunted house and the story the old man tells you. Thankfully, there are some Pokemon Rangers to keep you company and Shauna's reaction to the story helps lighten things up. It's also Nightmare Retardant because of its playground.
How about the first time you encounter AZ? You're all set to get into North Lumiose and there's this freakishly gigantic...man?...blocking your way. And for a while that's completely unexplained.
The wild encounters on Route 13. Tufts of dirt follow you around, and appear to slow you down if you are near them. Pokemon in those tufts tend to have abilities like Arena Trap.
Fridge horror here, but in Black and White, they introduced a Pokemon called Hydreigon. Hydreigon is known to be fairly destructive. It apparently eats anything. Now where can you find Hydreigons? In the wild. From above Victory Road. Now this isn't too big of a problem for you; you're the hero, you got Pokémon to protect you, all at a fairly high level. But where is Victory Road located? In between Route 21 and 22. Route 22 is literally right next to the first Gym's town, and has a bunch of toddlers playing in it. Who's to say that a Hyreigon has never decided to attack lower from Victory Road?
Unlikely, as when looking at the offical map of Kalos, the mountain Victory Road and the Pokemon League is on is pretty far away from Santalune, and is actually right above route 17, and considering that route is obviously very cold since its covered in snow, a Dragon type wouldn't want to go near it.