If Yoshi is hit, Baby Mario is suddenly caught in a flying bubble, wailing desperately, as the player tries to get him back before the enemies catch him and fly away with him.
To make matters worse, some enemies will attempt to take Baby Mario when he's in the air or just plainly swipe him off Yoshi's saddle. The accompanying sound effect doesn't make things any better.
Neglecting to retrieve Baby Mario in time rewards you with an image that consists of the Toadies carrying Baby Mario away against a black background. The noise they make doesn't help.
On that note, the "Game Over" screen deserves a mention here. It shows "GAME OVER" in a deranged font zooming in and rotating in random directions. The same animation repeats itself several times afterward until you either continue the game or shut it off. The depressing piano ditty that plays under it and the fact that SNES games with pre-rendered 3D graphics were in their relative infancy only make this worse.
Worst of all is the motif that plays whenever Yoshi gets an instant death (e.g. falling into a bottomless pit, touching a thorn, landing on spikes). When this happens, the screen transitions to black through a swift horizontal zig-zag wipe effect. It is damn unsettling, and the high-pitched version featured in the enhanced GBA port is no better.
The threat of being eaten occurs quite a bit. A boss battle occurs in a frog's stomach and Piranha Plants will try to swallow you whole, as will the giant catfish lurking in the waters of several jungle levels. There are also a few chase scenes in which a gigantic Chain Chomp is out to eat Yoshi (and the very ground you stand on).
The falling walls in Burt's fort which will crush Yoshi if he's underneath one.
The tiny Chain Chomp in the background of a room in Sluggy's fort... that becomes huge and bites at the screen.
Sluggy the Unshaven is one of the scariest bosses in the game. It makes it even scarier when you have to aim at his heart to defeat him.
Bigger Boo's battle. He gets larger as you throw eggs at him until he explodes!
When you defeat Tap-Tap the Red Nose, he falls in a pool of lava and you watch him helplessly try to swim out before sinking. Of course, that's nothing compared to Tap-Tap the Golden in Bowser's Castle.
"Touch Fuzzy, Get Dizzy."
Your primary method of attack in this game is that you eat your enemies, and then transform their digested corpses into ammunition, which you then throw at their comrades, who no doubt just watched you consume their friends seconds earlier. If that's not just a little bit disturbing...
The sound of the Lunge Fish is one of the most terrifying sounds in video games.
Those giant Chain Chomp heads that fall from the sky. Not only the fear of getting hit and falling into the holes they leave, but those faces.
The fact you encounter then early in the game doesn't help. Even more unsettling is the fact that they start off in the background, just bouncing around minding their business. Then you cross their field of view and suddenly they about face and lead right for you. Sheesh one can only imagine little kids playing this stage.
Gargantuan Blargg and Nep-Enut can be pretty scary for kids too, with this giant red/blue thing popping out of the lava/water out of nowhere, especially if you don't realize there are eyes there.
The chalk drawings suddenly coming to life during the train sections of the game. Especially if you're playing it for the first time as they look like harmless background scribbles.
The Dizzy Dandy, which if you're not paying attention to them (the real ones smile, the fakes have a evil smirk on them) you'll run right into them as they suddenly drop down and roll after you.
In the beginning, Yoshi must turn himself into a helicopter and fly across a bottomless pit. Every so often, Kamek will swoop behind Yoshi and ambush him from behind. He also does this in the Extra Level from World 5.
There is an optional chase where Tap-Tap the Golden, an invincible golden version of Tap-Tap the Red Nose, is chasing Yoshi across a rocky, lava filled area, as the screen ever so slowly moves to allow him more area to move. It doesn't help that before entering this chase, if the player wants to receive helpful information, all they get is "RUN AWAY!!! HURRY!!!" in dramatically huge font.
What arguably makes this even worse is that you're being chased by a boss that's nigh-invulnerable, and is large enough that you can hear the ground quaking from every step that it takes. Oh sure, your eggs manage to stun it, but that's about it. Not even it falling down a hole to its doom can stop it; it just springs forth like a proverbial bat out of Hell, and continues to chase you, its smile almost taunting you.
Before the final battle is another chase scene, only this one is an autoscrolling level which takes place in a creepy playroom-themed dark hallway. Kamek constantly appears from out of nowhere in various places and will zap you with his magic wand. If he misses, he will turn blocks into small enemies or stars. You can throw eggs at Kamek but he will just reappear somewhere else. All this happens while impending doom music plays.
In the final battle, where Baby Bowser, in an eerily designed toy room, attempts to ride (and therefore injure) Yoshi. After he has been defeated, Kamek turns him into Big Bowser. Big, meaning the castle he had occupied is completely destroyed by his transformation, and he could probably crush Yoshi with a single finger/claw. The transformation and battle is accompanied by rather horrifying music, and the battle is pretty much Yoshi trying to hit him with large eggs to push him back, while he is slowly coming towards you. When he is hit, he is indeed pushed back, only to then run at full speed towards Yoshi, who is standing on a small ledge (which is being destroyed by the boulders that fly in the air from Bowser's roars). If Bowser comes close enough, his stomach obliterates the ledge, leaving Yoshi unable to do anything but plummet to his death. This can be extremely scary when one is desperately trying to get him further back, knowing that he will run at full speed afterwards.
What makes this even worse? When he has one hit left, he'll continue to run towards you, and will not stop until he collides with Baby Mario and Yoshi. And when he does…
Aside from in-game fuel, there's a commercial for the SNES game where some guy in a restaurant tried to eat as much as Yoshi... and just like Mr. Creosote, exploded. Yeah. Poor guy. (Thankfully, this version of the ad only aired a few times, before being swiftly pulled and replaced with a censored version in which the splattering and exploding happens off-screen as a woman in the restaurant turns and looks to the left, and then the stomach contents spelling out "PLAY IT LOUD" are now a rich, thin, bright, non-disgusting green slime that resembles Nickelodeon slime)