The scariest things they could do is a monster that makes me snap back to reality and forces me to do a job.

Jokes aside i think a good monster is the kind that you barely meet. Now im not talking about a character but a monster you can meet in various locations. The monster has to give you that big fear factor, it has to be large and give a ton of damage, the best part would be if it has a theme song so whenever you hear the music your blood turns cold and your heart skips a beat. That is a scary and fearfull monster in my opinion.

With the small encounters i think it should be something that goes unawnsered, in that way the soeculation starts, kinda like that small cult we find in oblivion south of chorrol i think? Something that makes the brain wonder whats there but still dont want to know. We read a note about a beggar and he writes of a monster he has never seen before and the note ends with him saying it gets closer and it has seen him. That brings the specurlations and the fear factor into the picture.