Gazooks is a sea monster that moves around like a blob .
The Greedy is a huge living pile of taffy that constantly shapeshifts with often disturbing and horrifying results, has a huge appetite, and almost kills Raggedy Ann for mistaking that the sweetheart he needed was her literal candy heart.
The borderline pedophiliac Looney Knight, the Laughing Mad living toys and the king's tendency to enlarge parts of himself laughing on the misery of others, basically it was a Eldritch Location of dementia.
The fact both Greedy and the Joke Kingdom were pitch black locations, implying that background is so scary that You Do NOT Want To Know what it actually looks like.
King Koo Koo is a jerk at worst at the beginning, but becomes surprisingly frightening as he outlines his plans for the dolls: he plans to have them tormented so that he can laugh at them and thus grow bigger, and when he no longer finds them funny, he'll turn them into members of his psychotic mutant 'court'.