The only thing that ever actually scared me when I watched this show was the episode "Windmill Vandals," that episode was genuinely unsettling and perhaps the most intensely frightened and darkest episode ever, from the color scheme that was red and hellish, to the vandals themselves looking like viking skeletons on skeleton horses - even the chopping off Courage, Muriel, and Eustace's heads and them swapping them being played for laughs was unnerving.
Other than that, nothing really bothered me.
Other than that, nothing really bothered me.