One for me was the Blizzeta boss battle, she scared the crap out of me when she turned around like that.
Another was one when I was younger, but whenever I visited the Lakeside Sciencetist. Just his oddly shaped cranium, and his eyes that stare into your soul.
When I discovered the dancers mask from Majora's Mask and was doing that weird Kamehameha/ballerina spin/ fox trot on a stone mushroom in the middle of a giant field while some old grey guy with no shirt watches me. I was like MEH?? And I was little so the eerie music didn't help lol.
The redeads in OoT Hyrule Castle Town always freaked me out.. they were easy to avoid but the way they scream at you as you run past always scared me a bit
In the Sand Sea in Skyward Sword I was totally caught off guard by Moldarach hidden in the sand. Even when I was clearing the sand off it I wasn't thinking "oh an enemy," I was thinking "what an oddly shaped boat." So yeah it made me jump a little when it popped out.
The only other instance that comes to mind is when the Happy Mask Salesman in Majora's Mask uses his angry face. His glare pierces my soul and makes me want to cry it's so freaky.
I was very scared when I first played Ocarina of Time, when Gannondorf came in on his horse with Zelda on the back(I was very young). I was also scared during the third boss in Adventures of Link.
The Happy Mask Salesman in Ocarina of Time whenever you go and pay him back for the mask you sold, and you don't have the money, and just the look he gives you made me almost jump out of my pants the first time I seen that.
1.The redeads in Ocarina of Time
2. The Wallmasters in Ocarina of Time (sure it was in original LoZ but I found them to be scarier in Ocarina of Time)
3. Shadow Temple in Ocarina of Time
4.Blizzeta boss fight in Twilight Princess
5.The Happy Mask Salesman in Majora's Mask (he was in Ocarina of Time but he really didn't do anything in that game to freak me out)
6. Silent Realms in Skyward Sword
I'd definitely have to say encountering the Dead Hand at the Bottom of the Well for the first time in Ocarina of Time. I faced it in Majora's Mask first, but I have a better recollection of OoT's. Its face looked a lot like the Joker from Batman or some creepy old man. Its body was fleshy and visceral, and appeared to be blotted with blood. The most frightening thing was when it grabbed you with its hands, then slowly lurched toward you, and its body would make that odd, glurpy sound. As if that wasn't enough, he then lunged and took a bite at Link. Yikes.
I blame my fears of Dead Hand on my wild imagination, as I notoriously let it get the best of me. I'd often try to create a story in my head to explain the Dead Hand's origins. Said stories ranged from him once being a sadistic citizen in Kakariko who was banished to the Bottom of the Well and dead bodies were thrown down for him to feed on if there was no room left to bury them in the Graveyard. Another story I came up with was that Dead Hand would lurch underneath the Graveyard and snatch dead bodies from their resting places and feast on them. Both of said stories served to "explain" its many hands and its pallid, white skin would suggest that it ate members of the Sheikah. To the point, my brain is hardwired to create a story behind the many characters, settings, and bosses in the Zelda series. This fact tied directly into how I felt on my first encounter with the Dead Hand. *shivers*
Other moments I'd like to mention:
Facing the Gomess for the first time in MM. *shudders*
Seeing the banshee-like redeads in The Wind Waker.
The entire beginning of MM; from the Lost Woods to first time I witnessed the Final Day.
That part in MM when Captain Keeta jumps out in MM.
Facing the Imprisoned in Skyward Sword, especially as the intensity heightened with each encounter, and then it sped up. My adrenaline rushed as it rapidly wriggled its way up to the temple.
Wow, most of the freakiest moments happened in MM. Why am I not surprised? lol