It probably doesn't hold up today but I still remember being terrified of the game Out of This World on the SNES. Especially the opening which in the space of about 2 minutes throws 3 potentially fatal traps/monsters without giving any clue as to how to beat them. Its something you never see in modern games where a game will just fling you into a situation without instructions or a clear objective and just expects you to figure out how to survive.
Here is the first few minutes of the game:
And heres all the different ways you can screw up:
Absolutely nerve wracking for a 7 year old.