Anything that i cant kill with a gun, or a BIG knife. I also hate being indoors in any shooter, always get shot in the back. Spiders, traumatized early on in the legend of Zelda when one of those big spiders dropped down in front of me, i fell out of my chair. Also having to fight some monster or go into some cave or something without backup because the game developers though it would be funny to kill off all your teammates. But after you play through something it isn't scary anymore, like L4D, first time i played it it was scary, now its like "meh, more zombies...BANG, alright moving along...oh s#$@ TANK!!!" Tanks in that game get my blood pumping. And the number one thing im scared of is being online and having to do something that I have never done before; because then i get yelled at or look like a moron...like taking the flag and having no idea where to take it
Edit: also hate in far cry 2, if your just wandering around the jungle and you hear something; that something is nothing, but you dont know that because the enemys tend to come after you from across the map if you make so much noise as dropping a pin on the ground. Radscorpions in Fallout 3 scare me. Slow zombies scare me, the fast ones usually die fast but the slow invinvible ones scare me, because your death is approaching...slowly.