The show keeps the rating low at TV-14, but despite that some of the deaths are pretty nasty. We finally get the context of the Mandalorian's Disruptor Rifle. Anything hit with the Mandalorian's weapon is instantly turned to ash while pieces of the person's clothing fly away on fire or fall to the ground with nothing left inside of them. The show does a good job showing people's reaction to seeing their buddies hit with it, scattering like rats and seeking cover as their comrades explode into ash before their eyes.
To make matters worse, Wookieepedia describes them as firing "an energy wave consisting of disruptive, nonharmonic energy pulses that excited a target's molecules to the point that it destroyed the bonds that held their constituent atoms together, painfully." Apparently, it's an excruciating way to die.
A human landspeeder pilot warns the Mandalorian to stay off the ice and take off as soon as possible. As the Mandalorian's bounty watches the speeder fly off, a giant beast bursts out of the ice and eats the landspeeder and the pilot whole. The fact that there's a monster that can sense and attack a fast landspeeder flying several feet off of the ice is scary enough on its own, but then having to watch that same beast making its way towards you must be even worse.
As the Mando's first bounty is poking through his ship after being taken into custody, he stumbles across a trio of frozen, statue-like prisoners hanging from the ceiling like haunches of meat at a slaughterhouse, and it slowly dawns on him that he's next on the rack. Then the Mando appears out of nowhere and shoves him into an alcove that starts to hiss and steam. Smash Cut to said bounty hanging alongside the others in a carbonite shell.
Carbonite freezing may not be lethal, but it is depicted as deeply unsettling at best and downright torturous at worst. Some of the prisoner's faces appear to be twisting in agony. It quickly establishes that, while our protagonist may not be a cold blooded killer, he is NOT someone to be trifled with.
Mando walking in on the Child strapped to a table unconscious and being scanned for something. It doesn't appear to be harmful (at least not yet), but Mando is understandably horrified by the sight.
As awesome as it may be, and as much as they may have had it coming, some of the Mandalorian's takedowns on the Stormtroopers are quite brutal. One trooper is throttled by the Mando's grapple before getting shanked in the back by his vibroblade in a clearly painful manner, and another is burned alive by his flamethrower. We don't get a glimpse inside the scorched and blackened armor, but it's probably not something you'd want to see anyway. (One can only imagine how it smelled).
Just the thought of what that trooper must have experienced; stuck inside a suit of armor that is suddenly hotter than an oven (and is probably starting to melt onto your skin) with absolutely no way to get it off in time.
Chapter 4: Sanctuary
Upon learning that an AT-ST is in the area, Mando and Cara immediately try to gather the villagers and get the hell out of there. Later on, we get to see that their fears were vindicated. Just a few of the things were bad enough in Return of the Jedi when they were in broad daylight and had an entire army opposing them. With just the Mando and Cara on foot in the dead of night, it's a demonic juggernaut that simply cannot be fought on equal ground.
Demonic is the right word for it too. The AT-ST was either painted black or charred all over with the original gray showing at the edges and the lights inside of it are a orangish red color. The walker looks like a demon that's come to claim souls. Its popularly speculated that director Bryce Dallas Howard took heavy inspiration from her experience with the T-Rex.
Chapter 5: The Gunslinger
In an adult fear kind of way, the Mandalorian coming back to the Razor Crest after finding some work in the Cantina only to find the Child missing from where he left it. Fortunately, the audience knows what happened and Peli immediately shows up with the kid when Mando starts shouting.
The impaled stormtrooper helmets on display are implied to still be occupied. It makes one consider just how barbaric and savage things must have gotten when word got out of the Empire's fall and any illusion that the Empire could enforce their law and order in such a hive of scum and villainy crumbled. Pay Evil unto Evil or not, Tatooine's underbelly is horrifying to trifle with.
Chapter 6: The Prisoner
We're treated to a full Mook Horror Show as the Mandalorian manipulates prison blast doors to separate his traitorous comrades and then picks them off one by one. Especially the shot of Mayfeld in a corridor with flickering lights as the Mandalorian silently gets closer each time they flash almost like a Weeping Angel.
After seeing the wide variety of grimy lived-in settings throughout the show (even the Stormtroopers wear battered and stained armor), the New Republic prison ship is unnervingly sanitary and orderly, with the patrols of gleaming polished guard droids being the only movement on the ship, besides the prisoners in their cells. It plays like something out of Doctor Who.
Nightmare Fuel on a subconscious level: In the Original Trilogy, the heroes were dirty and gritty, dressed in earth tones and using battered, cobbled-together equipment. The evil Empire had the slick, shiny, clean uniforms and ships and corridors. This New Republic prison barge leans hard into the same tidy, shiny aesthetic that defined The Empire.
It also leans heavily into the aesthetics of the Prequel-era Republic, which leads to a new form of Fridge Horror when one stops to think about it. It's been 29 years since the rise of the Empire, leaving a ravaged galaxy in its wake. The death toll on the Rebels' side means that most people who remember the original republic are likely long dead and most might not even recognize the significance of the aesthetic switch.
Chapter 7: The Reckoning
When the Mando and Cara are having a lighthearted arm-wrestling match, the Child misreads the situation and Force-Chokes Cara. While the Child's intent was to protect Mando, the situation still demonstrates that the Child is still a baby and can be dangerous if it uses the Force with no learned sense of right and wrong. One also has to wonder if the Child has seen Force Choke before to mimic it, rather than to use the Force on Cara in some other way, particularly since Force Choke is an ability associated with The Dark Side.
The party is attacked in the middle of the night by wyvern-like creatures that carry off one of the bounty hunters and a blurrg. They're apparently extremely venomous, as a bite nearly kills Greef very quickly, and swoop in and out of the darkness with little warning.
The Death Troopers, originally from Rogue One. Before we even see them, they're able to annihilate an entire room full of tense and alert troopers in about as much time as it takes to cross a street. Everyone they wanted to kill is dead and the only survivors are alive because they were intentionally spared. Not even Mando himself had any idea they were there until they opened fire. It's abundantly clear that these are foes even Mando can't take lightly.
As if that isn't bad enough, they're immediately reinforced by an entire army of Stormtroopers who are obviously far better drilled and equipped than any of the ones Mando has fought before. Our protagonists were sweating bullets at the thought of facing more than four at once, but as the street fills front to back with dozens upon dozens of troopers it begins to sink in just how screwed they really are.
The Scout Troopers that harass and punch the Child. To them, it's a random oddity that they need alive but honestly couldn't care either way as they hit it twice to quiet it down, and then punch in the face when it bites one of them as the other smugly acts nonchalant about the payback. To the audience, it's either Black Comedy or an absolutely horrifying scene that crosses into Adult Fear. Then IG-11 finds them, as described below.
One of the stormtroopers who go after the Armorer goes head first into the furnace she uses for melting beskar. Most certainly a horrible way to die, regardless of the guy's allegiance.
The flashback to the Mandalorian's past. Just after being hidden by his parents, he's discovered by a familiar face: a B2 Super Battle Droid, who wordlessly points its blaster at him, a child, and we see a shot of it from the young Mando's perspective just before it's destroyed by the arriving Mandalorian commandos. Here, there's not a single trace of Prequel-era comedy relief in the droid's portrayal. It's just a hulking, eerily silent machine about to kill a defenseless young boy.
Moff Gideon is a No-Nonsense Nemesis par excellence; from bringing in enough firepower to wage war against a small nation just to face three (admittedly dangerous) people; to revealing he has access to personal (and in Mando's case confidential) information about them; to almost killing Mando in the ensuing firefight. How exactly did the Rebellion make any headway if people like him were in charge again?
There's also the mention by Cara that he was supposed to be executed for his crimes. Either he somehow escaped or there's a lot more going on than what's seen on the surface.
Finally, he's claimed a chilling prize from his role in The Great Purge: the Darksaber. Time will tell if he has any true skill with the blade, but it's safe to assume he didn't come by it through pleasant means.
Given that we last saw the blade in the hands of Bo-Katan and the Mandalorian rebels, it's likely that their uprising didn't end well for them.
IG-11 proves to be every bit as effective in hand-to-hand combat as he is with firearms, but the results are... messy. First, he twists a scout trooper's hand 180 degrees with all the effort of bending a stalk of celery, and then whips said trooper over his head by his broken hand and onto hard volcanic rock with enough force to snap the shoulder. A second trooper is then throttled (by a "hand" that is essentially a power-driven steel clamp) before getting the back of his head repeatedly and brutally smashed into his speeder. We've seen Mando, Cara, and a full assortment of capable badasses throw down in unarmed combat before, but it's blatantly obvious that flesh and blood cannot compete with droids in that regard.
Assuming that the first trooper survived, it's doubtful that he'll receive any aid; Imperial troops are deemed utterly expendable and all his comrades have been wiped out. imagine waking up with those injuries and realizing you've been abandoned.
Gideon's description of the E-Web's capabilities is oddly chilling for how understated and matter-of-fact it is; it probably helps that when he talks about Cara's friends being vaporized by it mid-descent, and the stories of a Night of Thousand Tears Mando might be familiar with, their body language indicates they know EXACTLY what he's talking about and he's not exaggerating one bit.
Remember the first time we saw an E-Web? In The Empire Strikes Back, the Snowtroopers assembled one to try and keep the Millenium Falcon from escaping. This is an anti-infantry weapon with enough fire rate and firepower to threaten heavy vehicles and even small spaceships. Little wonder Greef says "It's over" as soon as he sees it.