Single biggest scare when I was playing Thief.
I knew nothing about the game, hadn't read any previews or anything, but I really liked the first level.
Then the second level has you sneak through a mine. And I suddenly hear moaning from somewhere. Then this zombie is suddenly standing next to me and hitting me. I panic but manage to defeat it.
At this point I've no idea what I killed so I lean over the body to get a better look in the darkness. Then it fucking jumps back up and attacks me.
I pushed away with my arms so my mouse went over the edge of the desk and down to the floor. Fucking zombies.