The Unfinished Swan seems to be a cutesy little adventure/puzzle game, but there are a few moments that make many people say it's essentially a type of horror game.
- The game itself, especially in the beginning. You can't see anything around you, the environment is completely white, so it lets your mind wander. There can be ANYTHING around you. Even hearing pleasant sounds like water splashing or birds is off-putting because not being able to see is so disorienting.
- In the area where you come across water, there's a giant frog that appears behind you. It's unnerving if you don't expect to see it.
- And then the frog enters the water and gets eaten by another large creature! Hard to say which is worse: seeing it happen or only hearing it happen if everything's still white. If you were very close to the water when it happened, it's easy to freeze and not want to move because it's hard to tell where is safe.
- Monroe will walk past an aquarium, with a large sea monster swimming across. And later, he'll cross a bridge and turn around to see the sea monster swimming past the bridge.
- At another point, when Monroe has some precarious bridges to cross, there are sharks swimming in the water below.
- At the beginning of Part 3 in the 2nd Chapter, you'll have to open a giant door by shooting water to a red opening mechanism. Inside is pitch black and, as soon as you step foot in it, the red glowing eyes of giant spider will suddenly appear with a snarl. You surely don't expect it to be there and, when you get inside and shoot water at it, it will run away. However the area is quite narrow, so you'll begin wondering where did it go. Monroe says "Whoaa!" as if in wonder, even though it's frightening.
- The Forest. The spider tease from earlier pays off. It's pitch black, except for lights that you need to activate by throwing a paintball at them, and the giant spiders that will attack you if you stay in the darkness for too long. It doesn't help that the controller vibrates and you hear screeches coming from it when they attack you. You also hear the sound of wolves howling in the distance, but luckily you never come across any.
- The King also mentions seeing his own funeral in a dream, complete with the player walking up to the casket and staring at his dead body.
- The Tech Demo used for the game is surprisingly unnerving. It starts off normally, demonstrating the main mechanics of the game, before coming to a part where the player paints part of the floor, and text reads out on the ground saying "Don't be afraid". Then the player walks towards a pitch black doorway, entering a black void showcasing what looks to be an urban looking city drenched in darkness, the only source of light coming from bright windows. The player's ink balls are now glowing white. And to top it all off, very odd ambient sounds play over gameplaty footage, and as the noises build up and get louder and louder...it simply ends with a shot of the player throwing a bunch of ink balls, back to normal. It almost looks as if the game was a psychological horror at one point, before it became a more lighthearted puzzle platformer.