Honestly, the cuccos I think are the most intimidating, I mean come one, here you are, swinging your sword at some helpless chickens, when suddenly you hit one, and about fifty invincible chickens start to attack you, and unless you get the hell out of there, your gone. 'Nuff said.
The Dead Hand. It was so creepy, the way it waddled up to you, then gave you a death stare right before it went in for the kill. The first time I fought one, I went to investigate one of the hands sticking out of the ground, and it grabbed me! Then out popped my worst nightmare, souless eyes giving me that death stare. The Dead Hand is an enemy that I will always remember as truly terrifying.
I'm gonna say wall master because they scared the hell out of me when they suddenly grabbed me from above. However if the choice was there I'd say those huge things with clubs and spears in the Sacred Meadow before the forest temple. Evil bloody things.
The wall masters because they come out of no where and all you can see is their shadow until they drop down. And if you get caught by one it takes you back to the dungeon entrance. So creepy too! It's just a hand! The ones in Wind Waker are really scary too because you can't get close to them at all. I usually use my bow. But they do drop a lot of rupees if you kill them
Redeads. When I was little I thought they were kind of creepy but they never gave me any nightmares or anything and I got over them as I got older, but then I noticed something about them that I never noticed before. They're not like the other monsters that just kill, they have emotions. If you're in a room with two Redeads and you only kill one, the other living one will see his friend's dead body and mourn his death, then when he's finished mourning he'll see you and come after you for revenge. When I realized how much thought Nintendo put into these Redeads, they became a whole new kind of scary.