The description of Nico when he's freed. Half dead, horribly thin, using his sword for support, and likely traumatized.
Arachne, full stop.
The House of Hades
Tartarus. All of it. Especially since it's not just a place, but literally the body of the god Tartarus. Nightmare Fuel with a good dose of Nausea Fuel.
That is not the worst of it, as Tartarus is not a God but a one of the "first-born" from Chaos, he is not a god but literally the personification of what they represent, while the land of Tartarus is his real body.
There's also the descriptions of Tartarus, such as Percy and Annabeth breathing poison, drinking fire, and the little fact that the ground appears to be made of SKIN.
Tartarus is so terrifying that Percy literally drops his sword. Heck, he took out two Titans while creating a semi-physical form (which is not his real form; it's a Fighting a Shadow-type form)! Now imagine what happens when Gaia (a.k.a Earth) wakes up... "Pray she never fully awake" indeed.
Cupid. Mother-Fucking-H. Christ-on-a-cracker Cupid. He wastes no time proving that Love Hurts, and that he revels in. First, he curb stomps Jason, the latter only scoring a glancing blow on Cupid's intangible form. The abuse only stops when Nico submits to Cupid's "test". The god promptly psychologically breaks him, apparently for the hell of it, before giving them what they seek.
Cupid: [They] have met my counterpart, Thanatos. We are not so different. Except Death is sometimes kinder.
While choking on poison, Percy remembers that poison is still liquid... something he can control. Cue to him nearly choking Misery with her own fumes, while his form still had the appearance of a decrepit zombie-ghost-thing. On top of that, he reverts to his traditional method of fighting at the brink of death-turning his terror into anger that fuels him for combat. He promptly churns every ounce of misery and turmoil she was heaping upon them back towards her in a dark rage. It's no wonder even Annabeth was terrified of him at that moment.
The Blood Of Olympus
Nico outright kills a guy by turning him into a ghost and banishing him to the underworld. Needless to say, Reyna and Coach Hedge were thoroughly unnerved by this.
Nico stops Will Solace from telling Octavian that he's snagged in the catapult. Mike Kahale then defends Octavian and tells him to fire the shot. After he's launched skyward to his death, it's revealed Kahale knew what would happen. In-Universe example as well, as Nico spends the next half a chapter worrying about Solace's reaction to what he saw.
Kahale: Goodbye, Octavian.
The Guy's Sanity Slippage wasn't that pleasant to see either. What's worse than regular Octavian? unhinged Octavian, acting Roman commander.