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Nightmare Fuel: The Elder Scrolls III: Morrowind
The ancestral tombs. It's not enough that they're all cramped dungeons, but then you hear the ancestral spirits whisper. Then you find yourself brutally surprised by one of the various permanently grinning undead.
Dagoth Ur is literally nightmare fuel, he is a Mad Dreamer who gives Bad Dreams to people. Here's a quick example:
I AM THE SHARMAT I AM OLDER THAN MUSIC WHAT I BRING IS LIGHT WHAT I BRING IS A STAR WHAT I BRING IS AN ANCIENT SEA WHEN YOU SLEEP YOU SEE ME DANCING AT THE CORE IT IS NOT A BLIGHT IT IS MY HOUSE I PUT A STAR INTO THE WORLD'S MOUTH TO MURDER IT TEAR DOWN THE PYLONS MY BLIND FISH SWIM IN THE NEW PHLOGISTON TEAR DOWN THE PYLONS MY DEAF MOONS SING AND BURN AND ORBIT ME I AM OLDER THAN MUSIC WHAT I BRING IS LIGHT WHAT I BRING IS A STAR WHAT I BRING IS AN ANCIENT SEA
Full stop, Corprus Disease. In some ways, it's similar to leprosy or cancer... but worse. Corprus twists your mind and body the longer you have it, sapping your intelligence and driving you mad. If you get it, everyone will know, and everyone will avoid you. Assuming you don't die, you will eventually become a shambling mindless zombie as the disease takes effect, forcing you into being mindlessly violent and aggressive. It also prevents you from contracting any other disease or aging, so if you catch it and don't die of it, your only option will be to die violently or suicidally, except you won't have the mental faculties to commit suicide any more. All you will know is the pain. Oh, and there is no cure.