Scared enough not to want to play:
Sonic 1 - Labyrinth Zone (Underwater Time)
Sonic 2 - Death Egg (No Rings)
Sonic 3/K - Marble Garden Zone (Earthquake)
Sonic 3/K - Final Boss fights w/o rings
Sonic 3/K - Arm Grabber Boss
Ecco: Tides of Time - Medusa or w/e (thrown into the death pit)
Alien: - The bosses were really creepy
Demolition Man - Any level with flashing screen
Jurassic Park - Almost all Grant levels, especially the river (T-Rex)
Jurassic Park Rage (w/e) - The River (the entire level was being chased by a T-Rex)
Mystic Realm - Prismatic Angel Zone (death pi- *shot*)
Too scared to be around...
Ecco: Tides of Time -
Fault Zone: I forget why, I think I got crushed by a rock... or got scared from having to actually use the water time for the first time
Two Tides: The Vortex guy in one of the deep passages... I got over it eventually, but it kept me from playing the game for a long time.
First Asterite level: Weird Snakey/earthworm thing.
Dark Level: erm... duh? Vortexes in the dark, it didn't scare me too awful much, but still enough to keep me from playing the game
Sphere Thing: Getting squished by it when it finally broke loose, that thing was brutal...
Epilogue (Atlantis): The larvae, I didn't know you could kill them and it was always a one-hit kill... At least I think they could be killed, otherwise, I'd probably not play it if I had the chance now.
Most of these I have got over, aside from possibly Atlantis and definitely Mystic Real-*shot again*... Of course, I wouldn't know because the Genesis doesn't work anymore.