Definitely Shinra building after the party was captured. The blood trail and the eerie music freaked me out. Then seeing Jenova's decapitated body - suddenly FF7 became a horror game 
 
I would also include the Cave of the Gi. That whole area with the slippery puddles and thorns...especially the demon-looking statue that smiled. Oh also the huge snake near Chocobo Farm, the one Sephiroth left bleeding on some sort of tree.
I never realized just how many creepy scenes there were until now.
I wasn't creeped out when Cloud got Mako poisoning. Maybe because during my first playthrough it took me days to find him, so when I did I was just so relieved.
				
			
 I would also include the Cave of the Gi. That whole area with the slippery puddles and thorns...especially the demon-looking statue that smiled. Oh also the huge snake near Chocobo Farm, the one Sephiroth left bleeding on some sort of tree.
I never realized just how many creepy scenes there were until now.

I wasn't creeped out when Cloud got Mako poisoning. Maybe because during my first playthrough it took me days to find him, so when I did I was just so relieved.

 Certain moves (like Shadow Flare and Beta) with the creepy background and such makes me shiver a little bit.
 That demonic smile haunted me for a long time.
