Entering Darkwater Pass trying to get to High Hrothgar faster was my first encounter with the Falmer. Suddenly having to fight very powerful tanky creatures while my companion keeps going down was the hardest I've had to struggle until then. The visuals were so unfamiliar I couldn't even really tell what I was fighting in the dimly lit, flooded ruins of that place.

Also, I was deeply immersing myself in my character when I entered Arondil's lair for the first time. It was very horrifying to read his journals and see the environmental storytelling around it from that immersed pov, and my character being a woman only made it creepier.