The Denner Resin in general, given that it's shown to be highly addictive and ruin the lives of most users. The creepiest scene, though, is when Denna realizes she's eaten it, and worries that she might become an addict.
A massive, normally peaceful beast have even turned into a raging behemoth after becoming addicted to the resin after consuming the trees it came from. Had Kvothe not killed it, it would've burned the village of Trebon to the ground.
Kvothe returns from a frolic in the woods to find his troupe's wagons burning, his family murdered and bloody on the ground. A group of strangers sit at his parents' fire; one of the figures obviously inhuman, with completely black eyes.
Book Two:
The Chandrian. Any scene in which they appear or are mentioned is enough to freak the hell out of most people reading the book. Much of the fear surrounding the Chandrian (for in-universe characters and the readers both) is the fact that we know hardly anything about them. No clear motives, no patterns, not even how many of them there are. Just "Lightning from a clear blue sky". And trying to find out details makes bad things happen.
Kvothe's cold-blooded murder of the fake Edema Ruh clan. His reasons? Totally understandable, but damn. May also count as a Moment of Awesome.
Sort of the opposite of why the Chandrian are scary, the extermination of the bandits would easily be interpreted at anger over their crimes, making it a pretty understandable heroic action. But his thought process is instead fully explained, and it's clear that he's mostly killing them because they're... making the Ruh look bad, more than anything else. Sin of Pride strikes again, and you wonder if next time the reaction won't be as incidentally deserved.
The Cthaeh: Looking into your future, then leading the conversation in such a way, that your life will result in the most disastrous outcome possible. Not just for you, but for everyone around you. Everything happening right now in the story is happening because of what it said to Kvothe, and the more people he interacts with, the greater it's influence and potential for harm becomes.
Bast's reaction to it could count as well. We've known him for the past book and a half as someone who's rather silly and cheerful (except when it comes to defending Kvothe, but still, an easygoing guy). And when the Cthaeh is mentioned, he FREAKS OUT. Horrifyingly.
Fae theatre plays have The Chtaeh's tree in a background to denote that play is a tragedy. The tree is protected by Fae archers who kill everyone and anything, including birds, that comes within a mile distance from the tree, just in case. Just think about it.
The Plum Bob. Just think about someone going around with absolutely no concept of right and wrong, and how much damage they could do when murder seems on par with stealing a pie.
The absolutely terrifying things one can do with malfeasance. Ambrose gets some of Kvothe's blood after Kvothe breaks into Ambrose's rooms. Kvothe is subject to hyperthermia, hypothermia, and random stab wounds, and has no idea who is doing it.
What Kvothe does to the bandits hiding in the Eld when he begins attacking with sympathy.
Kvothe and four other hired mercenaries assault a fortified bandit encampment. The bandits outnumber Kvothe's squad four to one, so when everything goes to hell what does Kvothe do? He gets a corpse and pulls his knife. The bandits get invisible knives stabbed into their kidneys, their eyes, cutting their throats and the tendons in their legs. And they have no idea what's happening or how to stop it. He then turns a tree in the middle of the encampment into a huge lightning rod. The tree explodes, killing almost a dozen of the bandits and all but destroying the camp.
The other members of the group include three seasoned mercenaries, and an Adem mercenary. The four of them together killed six bandits. Kvothe by himself killed seventeen.
Sympathy magic in general is this once it's clear that the usual superhero limitations on that kind of thing don't apply and it can be as easily applied to people as anything else energy and cost-wise. It's a good thing none of the characters have seen all the voodoo movies and novels that the average audience member has, otherwise the setting would sink into Conan-style dueling sorcerer warlords in about five minutes. For that matter, it has done exactly that at multiple points in the past.
And after you read all of that, go back to the Plum Bob. What it happened to Kvothe needs for the Plum Bob to be circulating in the Academy. A place full of people capable of using sympathy. Now let that sink in.
Naming doesn't become one only because it's extremely harder to use, let alone master, but it's far scarier. Studying it is enough to make people lose their mind. And that happens, quite frequently, to the point the Academy has a quite large asylum built in for them. However, once you mastered something's name, you can make it do anything, without sympathy's drawbacks and limitations. The first time Kvothe uses it, he calls the wind to hit Ambrose and compares it to the hand of god hitting him. And you can know people's names...
When you think about it, Felurian is a serial rapist/murderer. She forces people to have sex with her against their will by using her innate magic, and continues until they go insane or die. Kvothe's flashback to his attempted rape on the streets of Tarbean is what lets him break her control, which seems to hint that Rothfuss isn't blind to this fact.
Felurian is one of the Fae, who in folklore tends to have standards that are often incompatible with humans morals. She may not even realize that she is doing things that are wrong or may even be unable to comprehend why Kvothe is reacting the way he did!
We actually get Fae thought processes described in some detail in "The lightning tree" novella. Fae definitively don't have the same morality as human beings. Despite their considerable intelligence, they are creatures of whim and pure desire. Bast doesn't understand moral quandaries of characters because, as far as he is concerned, the morality comes down to radical self-interest and self-preservation, "If you want the thing, take the thing. If you can't take the thing without getting hurt, wait until the moment you can. Or just take the thing and deal with the consequences later." That thing includes satisfying his lust, his hunger, his desire for revenge or just taking a day off from reading and working if he wants to. There is no bounds on their behavior but their own desires and desires of other, more powerful Fae, in case they come in conflict over their own, but that is decidedly a very far secondary consideration. The idea that one can have conflicting desires is so far removed from Fae thought processes that Bast finds it funny in humans and disturbing once he realizes it happens to him.
Bast's confrontation with the two bandits who hurt Kvothe is deeply terrifying, but the crown goes to the Dark Reprise of his cute "Elderberry" counting rhyme from the prologue as he decides what weapon to deal out vengeance with...and lands on a burning brand.
