Isolation, for a lot of people.
The guests losing their sense of time. VAL reinforces this with her "Good morning/evening/afternoon" catchphrase.
The guests slowly becoming demoralized and, in some cases, going mad.
The video of intentional disturbing and demoralizing images. In the season 1 finale it's played on the walls of the cell the guests are locked in.
The nail chair, the bed of nails, and the footbed of nails.
The slowly shrinking cell in the season 1 finale.
The final Treatment of Season 2 became literal Nightmare Fuel for Number 7, as he confessed in the reunion show.
Season 3's deep-voiced, red, male VAL.
The Season 3 finale's final treatment, involving electrocution.
Season 4 has a head of nails with weights to press it onto your head.
Season 4's final test involved a bomb.
Some of the music can be pretty unnerving, like tracks with a Heartbeat Soundtrack.
The endings to each season, where the winners are kept in Solitary permanently, as VAL has come to enjoy their company.