You might get a glitch where, if you close the game after Uboa appears, the droning background sound will still be playing and cannot be stopped.
Seccom Masada-Sensei's spaceship. Masada himself is always at his piano if you leave him alone. Now, in this game, when you kill things, they let out a high-pitched scream, no matter what they are. Killing Masada takes this to a whole new level, not only because he has no mouth and STILL SCREAMS, but because after you kill him, his piano is still playing.
The Toriningen—specifically, the ones with purple eyes that chase you around, can't be shaken off, and if they so much as touch you, they literally send you to Hell. It doesn't help that most of them get this way after you knife them. And if you think just because you got away from one without waking up is going to keep you safe, think again. You piss one off, they all get pissed off.
Just the damned Hell maze itself. It glows red, is That One Level due to how freaking hard it is to navigate, and it has several Toriningen of its own.
There is a Toriningen in the Candle World that, if pissed off, will chase you at an extremely high speed; the only way to outrun her is to have exploited a Good Bad Bug that allows you to move eight times as fast.
If you get caught in the Number World, the floor changes. If you have any idea about hiragana - the floor is screaming.
Some events in Yume Nikki show up fullscreen. Check the links of the infamous Let's Play showcasing... FACE... FACE... FACE... (video at link has flashing lights). It's exactly what it sounds like: the screen goes black, then a bizarre, abstract creepy face fills the screen. Even the way you get to FACE is creepy on its own: you stab a zipper-thing on the wall, and it bleeds.
Some other faces in the game mix "silly" with "horror" like a weird cartoon. There are a couple of these half-buried in the White Desert. Both are doorways. One's looking at its own stretched-out ear, and seems worried. You enter through its ear. The other one wiggles like Jell-O and is making a silly face. You enter through its gaping mouth.
The entire White Desert. Everything's monochrome, it's easy to go around in circles or get lost, the only sound is an ominous clapping that appears irregularly and far between, and even for a monochrome area, it has an eerie cartooniness to it that just makes it freaky as hell.
The Takofuusen, a giant octopus-like balloon that flies across the desert while galloping sounds can be heard. It appears very rarely.
The Thing With The Quivering Jaw. It's big, it's hideous, it has limbs where there shouldn't be, and it does nothing but stare at you with it's razor maw quivering.
Footprint Passage Number One. Pitch-black background. White footprints are the only visible things... apart from a few hideous monsters in the background. Then you'll find an oddly-colored lump, which, when interacted with, makes the hideous monsters vomit blood while deforming to be even more hideous. You get there by stabbing a horrible monster in a red maze often deemed "Hell", or by passing through the world made of eyes, hands, and disembodied ghosts.
The Eyeball world, especially at night. Perhaps the scariest is the garden of hands just waving themselves in the air.
The Famicon dungeon. First somewhat creepy red faces that appear to be vomiting blood, then the rather scary grinning purple walls, then, the black/white fusion of both.
There is a part, that is necessary for the witch effect, that the player has to sit on a train bank. There is a creepy demon with the eyes of a maniac sit on the other bank. If, after acquiring the effect, you come back to the train (perhaps to kill the demon), he will be already gone; instead, TWO other maniac-looking demons will appear right where the player sits.
Yume Nikki takes you inside the dreams of a Hikikomori who may or may not be mentally disturbed beyond repair. It's no surprise that it's loaded with scary stuff.
