This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Sonic Shuffle
One of the most frightening Mini-Events involves Medusa◊, who paralyzes your character for up to two turns if they don't have two Forcejewels to save them. If you only have one, it doesn't block the full effect and you're paralyzed for one turn.
One Mini-Event has the character encountering a hooded ferryman, who asks them if they will steer the boat themselves. Depending on how they answer (and the mercy of the RNG), it can be Illumina, who helps the player◊, Eggman, who just thought he'd ask (and he'll force you to pay up Rings if you see him), or Void, who sends the player back where they started◊.
Another Mini-Event has a hooded priest◊ who asks if the time has come, and can be either Illumina, Eggman◊, or Void. Void in particular has a creepy◊ response◊. These lead to the same results as seen above.
The Mini-Game "The Great Escape" involves everyone trapped in a building/maze, which Eggman is set to blow up if they don't escape. If you fail, the entire screen explodes.
One Accident Mini-Game in Nature Zone involves everyone having to escape from the mouth of a crocodile. If they fail to escape, they're eaten.
Void's monster form. Its head is its chest, and it shoots beams of darkness to capture the characters and drain their Rings.
Since Void is Lumina's opposite and part of Illumina, it's likely that Lumina and Illumina would have similarly scarring forms if they ever snapped.
Speaking of Uncanny Valley, the final boss of Emerald Coast is a very strange looking humanoid being: Overly long arms, giant hands and a face with no facial features whatsoever. For some reason, it is completely 2D apart from it's hair, which makes it a very bizarre looking creature. To top it off, it makes a creepy slow motion of raising it's arm when it attacks you. Credit to Chenanigans for this accurate representation.