The shark when its face is hideously scarred. Also, if one takes the novelization as canon, it is revealed that the shark is the (female) mate of the great white from the first movie... and in nature, it's a known fact that the females are the bigger ones of the species. And apparently, just as she was electrocuted, managed to give birth to a certain baby shark that would later return nine years later for revenge...
Marge's death. It's just so sudden.
The shark's death. It's not simply electrocuted, its corpse is on fire. Worse, it burns from the inside out, as evidenced by smoke shooting out of its eye sockets. Even the people it was trying to eat are rather freaked out by this.
"In all the vast and unknown depths of the ocean. . .how could there have been only one?"
It's pretty obvious that Brody is suffering from PTSD on account of the events of the first film. While he ultimately was right about there being a new shark, he still was disturbed enough to fire off his gun on a crowded beach when he mistakes a school of bluefish for a shark. It's terrifying to think that he might've accidentally hit someone, as well as watching him suffering so visibly from his past experiences.
The water skier scene during which the shark gets itself burnt is absolutely horrifying to watch. Two friends are enjoying an innocent afternoon on the water with one driving the boat while her friend is skiing close behind. And the entire time, the shark is trailing her, picking up speed before plucking her from down below, her struggle and her cries for help going completely unseen until it is far too late. Her friend comes back to investigate, only to have the shark tear her boat to shreds as she clings helplessly to the side. In desperation, she douses gasoline onto the animal, and accidentally douses herself in the process, although one could easily reinterpret this as a desperate act of suicide to escape the creature's jaws. Whatever the case, she ignites a fire with a flare gun, her and her attacker aflame until the boat explodes into a fireball. And as mentioned earlier, the shark lived to strike again.
Footage of the boat friend burning to death before the boat exploded was shot but cut to keep the rating. It would have been even more horrific.
After the shark attacks them, one of the female teenagers, Jackie, eventually goes hysterical, screaming like crazy and having a panic attack when their rafts get stuck at the bottom. Larry Jr., Mayor Vaughn's son, tries to shut her up by shaking her violently, but is told by Brooke, Jackie's cousin, that this won't help. Not all the women are like this, but it stands out because by contrast the guys are all portrayed as practical and goal-oriented, and none of them breaks down to the same degree. Even the much younger Sean holds it together better than her, who by all accounts has far more right to be freaked out due to being a kid. In her defense, she is in the middle of an extremely traumatic and terrifying experience, as well as having seen friends die in front of her.
Also, she's tagged right at the start as a clueless city kid visiting her cousin on vacation. As such, she originally saw sailing as a bit of fun, she has none of the natural boat skills of the other kids who've spent their lives on island pursuits, no knowledge of how to survive at sea in an emergency and so can hardly be blamed for freaking out just a little more.
Kudos to Donna Wilkes on her performance throughout the latter half of the film.
The sailboat scene where Mike's friends find him floating in the water unconscious after they saw him they also see Jaws coming close to him to eat him! His friends get there fast as they tried to pull him into the boat with Jaws getting closer every second it's almost looks like they're not going to make it but thankfully they pulled Mike into the boat just in time as Jaws swam by missing him! That was a close call for him but if they hadn't pull him in fast enough then they would've witnessed him being bitten in half!
. It's not simply electrocuted, its corpse is on fire. Worse, it burns from the inside out, as evidenced by smoke shooting out of its eye sockets. Even the people it was trying to eat are rather freaked out by this.