This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Shin Megami Tensei I
In the beginning of the game, you and the Law Hero are imprisoned for asking about the demons. When you break out of your cells, you discover the doctors there are Playing with Syringes and performing horrible experiments on prisoners to create mindlessly obedient super soldiers.
Coming home to your mother, only to find out it's actually a demon disguised as your mother, who the demon already ate!
When Thor reveals that a cluster of nukes have been launched with Tokyo as their destination, you don't just get some cutscene of the missiles whirling towards Tokyo. Instead, you're sent back into the dungeon, and a 30-second timer appears, just to reinforce that Tokyo is about to be obliterated and that there's nothing you can do about it. Thankfully, the Heroine teleports you out right before the impact.
The Chaos Hero goes straight for the obvious question about the Cathedral of Shadows and tries to manipulate the demon fusion process and fuse himselfwith a demon.