First off, Ben's audio signal that has become iconic is pretty eerie in itself.
The life of the flash clones. We already know that they are replacements for the abducted children, but consider their situation. Thrown into the life of a kid they don't even know and doted on by complete strangers who are supposed to be their parents. Then, their augments start to twist and break as they slowly die of a horrific wasting disease that's also uncurable, rotting away as trained, experienced doctors and terrified parents watch their child slowly suffer. No wonder Ben turned against ONI.
FERO's voice is very freaky. Fortunately, she soon sounds more human.
The "anomalies" in deep space. No one knows what they are, nobody knows where they came from, and they're getting stronger every second. And with the release of the game, it turns out that those were the Guardians waking up.
Episode 8 has probably the most shocking and horrifying event so far. Chief, the protector and saviour of trillions of people, the Captain America of the Halo Universe, the most famous Space Marineever, goes to a peace conference on Biko and attacks the human delegation's security, kidnapping the head diplomat. Nineteen humans die, the diplomat's dead body is found soon afterwards, and the picture Ben posts makes it seem that Chief is looking right at you.
Somewhat mitigated by Episode 10, which reveals that the Chief was probably trying to foil human-supremacist terrorists who had infiltrated the delegation. The real scare is that the UEG, for whatever reason, doesn't want the public to know the true circumstances behind the Chief's attack, even though their coverup is both increasing colonial instability and hurting humanity's chances for a lasting peace with other species.
The description of ONI's headquarters is very, very ominous.
The sheer, unadulterated power ONI possesses. They actively monitor everything. Everything. Within five minutes of Ben revealing everything he's found to a meeting between UEG and ONI top brass, ONI has closed out all of Ben's bank accounts, and even cut off Waypoint (read: basically, Internet) access to the entirety of the outer colonies. Oh, and in the same episode, people are rioting and civil war is pretty much inevitable, plus FERO disappears and so does Mshak. Anyone who has even spoken to Ben is getting slowly getting threatened by ONI too.
Episode 10 is pretty calm for the most part, until Ben finds out that ONI condemned his entire apartment and stole everything in it, including his emergency funds.
Episode 11: ONI comes very, very, very, close to killing Ben. Until FERO saves his ass.
Apparently, some glassed planets can suffer from powerful 'storms' of razor-sharp glass fragments capable of ripping people to shreds. Ben barely escapes being caught in one.
As of the final episode, Ben is finally captured by ONI. The worst part? We don't even know if he's dead or not.
Season Two
The beginning of Episode 0 has ONI preparing to massacre the civilians attending a rebel rally.
Episode 1 reveals that Ben is alive and in ONI prison...but he's been reduced to a very sorry state. And then, he breaks into insane laughter...
Speaking of Episode 1, do we even have to mention Midnight Facility? It's essentially a place where ONI locked up all the people they have captured and made them "disappear". Commander Sankar mentioned walking down a long line of identical-looking cells, so Ben wasn't the only prisoner ONI had at Midnight Facility.
Near the end of Episode 1, the total cataclysmic destruction of the outer colonies was outright terrifying. We didn't see the video, but we did hear the destruction in audio form. It's disturbing and terrifying at the same time.
Episode 3 sees the return of Mshak, who is very paranoid about Maya's AI, Black Box, calling it/him a zombie. And he somehow has a plausible reason to be that way.
The ending of Episode 3 is completely nightmare-inducing, with Maya saying one word while you hear very familiar screeches that will send chills down the spines of Halo fans new or old: Jackals.
And then, he breaks into insane laughter...