THE GORIYAS. In this game, they're fairly large, they mirror your moves (the red ones also shoot arrows), and there are black hollows where their eyes should be.
Here's some Fridge Horror: The most common enemies you fight in the Light World are brainwashed human soldiers, members of Hyrule's military. You're killing members of your own side whose minds have been enslaved by their enemy. And imagine what things will be like after Agahnim and Ganon have been defeated for the families of the brainwashed soldiers.
It's implied that the World-Healing Wave at the end undoes this, as the King and Link's Uncle are shown alive and well at the end - so why not the random innocent mooks you killed?
Agahnim is probably one of the most competent Zelda villains; he kills the King and apparently vaporizes the maidens, including Zelda. When he's defeated the first time, he transports Link to the Dark World.
In the opening to the game, you can see the Hyrule King deader than dead (meaning only his clothes and bones are left).
in the GBA release you're forced to watch the intro everytime you start a new file, whereas in the original SNES version it only came up as long as you didn't press start on the title screen.
The many thieves lurking in both the Lost Woods of the Light World and the Skeleton Forest of the Dark World. They follow you constantly (unless you fake them out and leave them obstructed by a tree stump of whatever), if you do encounter them directly, they bump into you without warning and make off with your hard-earned goodies(!) like rupees and bombs before you can even grab them back for yourself, you CANNOT kill them or even wound them, and both versions by themselves are pretty creepy in their own right. Since animals replace people in the latter, when you first see it, you think nothing of a random fox until it approaches you and the former has a permanent scowl on his face and has white triangles where his eyes should be. Yikes.
If you exploit some glitches to battle and defeat Agahnim early in the game before you get the Magic Mirror or Moon Pearl (as mentioned under Unwinnable by Insanity), you get transported into the Dark World, where you get transformed into Bunny Link and can do absolutely nothing beyond wandering around helplessly until you eventually get killed. In addition to being a scary enough concept in itself — not helped by the somber "Bunny Link" theme playing as he gets pelted by spears and bombs from the assorted enemies — the horror of the situation is turned Up to Eleven when you realize this was the fate of everyone who wandered into a magical transporter or got zapped into the Dark World by Agahnim.