The effortless destruction of Mi6's Vauxhall Cross office, their Real Life HQ. Knowing that it's one of the most secure buildings in the UK which has shrugged off a rocket fired at it's windows with not even a scratch is unnerving when out of nowhere, the part which houses M's office gets blown to hell by Silva's tampering with the buildings gas main.
Silva's teeth were rotted by cyanide. This means that when he removes a wicked-looking dental prosthetic, the left side of his face...sags. It's not just his teeth—his upper jaw and left cheek bones seem to be all but absent, explaining the sag. It even explains his odd "accent" - it's actually a lisp. Even if cyanide doesn't actually work that way, it is effective anyway.
The theme song itself is extremely unsettling and creepy as heck- musically and lyrically.
Every time Silva's virus showed up to M (first time) and Q, it managed to creep out a lot of people.
Silva in general. He manages to take basically every Bond Villain trope, turn it on its head, and make a scary as hell character out of it. Even before he gets to his more monstrous actions, there's something just subtly creepy about the guy that gets worse as the film goes on.
When he's conducting his first assassination attempt on M while Bond is frantically running across London to try and intercept him, his expression is like the Terminator, absolutely nothing is going to get in the way of what he wants and he's willing to kill an entire roomful of civilians just to kill M.
In the second assassination attempt when he brings two hit squads to kill everyone in the Skyfall lodge, he starts to come unglued as Bond picks apart his assault. By the time he reaches M, he's trying to force his gun into her hand and screaming at her to kill them both like an animal.
Silva's childhood story of how his grandmother dealt with the rats that infested her island. Jesus christ. That's too unfathomably cruel even for rats. And the fact that Silva is relating this little story with both him and Bond as the rats makes for one hell of a Establishing Character Moment.
The story isn't original. People in Asia used to do that sort of thing as part of a ritual known as Kudoku (Normally using insects and snakes rather than rats), believing that so long as they then cared for the last surviving vermin, good fortune would come to them. Alternatively, they would send the vermin to an enemy, who wouldn't know how to care for it, at which point the Kudoku would kill them. Strangely, despite a large portion of the movie taking place in China, the connection to Asian folklore isn't brought up.
Severine at first seems to be a Call Back to other Bond Girls from previous films (with her smoking and seemingly being a Femme Fatale). Then you realize that she isn't simply the Bad Guy's girlfriend who will turn good because of Bond, she is a former Sex Slave who is only with Silva as her ticket out of that, which is pretty horrific. Then you get the way she dies, shaking, clearly terrified that Bond will miss the glass on her head, and that Silva will kill her, which he does.What's also disturbing is the lack of effect this has on Bond.
Not only the fact he's jaded to death, it's also out-of-character for Craig's Bond to go into huge BSOD mode with something like this. Important to this characterization is that Bond is very stoic and does not weep for random people. He's all about the mission, nothing else. Even if he did feel bad for Severine, which he likely did given how ferociously he attacked Silva's men right after she was killed, Bond wouldn't break into tears and give us a Big NO to satisfy the PC crowd.
When Silva dismisses the "little gadgets from those fools in Q branch", it seems to be nothing more than general contempt for old-fashioned practices. Not until later does it become clear that his some of his ire springs from the failure of one those of gadgets when he needed it most.