Goddamn Bats - God help you if you didn't jack up your HP early in the game, or you will simply not last very long against the (literal) bats in the cave except perhaps by sheer luck. It's honestly better to just start over.
Nausea Fuel: Sandy's death. You basically spend the entire fight either slashing or shooting at your canine buddy. Once it's all over, Sandy lets out a pathetic yelp, and then he/she's an eviscerated torso, with its blood and limbs all over the floor.