I know there's all manner of spooky guys and girls in the KQ universe--From Lolotte, to the Abdul Alhazred, to the possibly occult participant Mordack, to the cave troll in KQ4, the blind witches, the Blue Beast, the assorted zombies and ghosts of KQ4, the zuvembies and ghouls of KQ6, the minotaur, etc etc--
But for me, one character stands out as the creepiest of all KQ characters: Colin Farwalker. Just his voice and his whole demeanor creeps the hell out of me, both as a kid and even now. He's not an evil character but he's just scary--Scary in a way that none of the more obvious spooky characters in the games are. I mean the Ogre and Cave Troll are very obvious in the way they're scary. Zombies are scary without even trying, the minotaur IMO wasn't that scary, and the villains are more "villains you love to hate" than being outright scary.
The Blue Beast will always make me jump no matter how many times I play KQ5--But it's not so much that he's scary, it's just the whole "Comes at out of nowhere" effect that makes it a bit scary.
But Colin stands out as a real creep. He's the most forlorn, haunting, disturbing ghost of the whole series. As a kid, I always expected him to kill Valanice at any moment, and everyone says it's an urban legend but I swear I remember him killing Valanice for giving him the salt water too many times. I had the 1994 re-release version 2.0, so maybe they added that into the re-release version.
A runner up is the ghost boy from KQ4. There's something eerie, Twilight Zone-ish about him. He's not like the sad, friendly ghost boy Ali in KQ6. There's something just creepy about the ghost boy in KQ4. I always expected him to trick Rosella to her death somehow. He reminds me of the Creepy Kids from Ooga Booga, or the little boy Anthony from the Twilight Zone.
Anyway, who are the creepiest, scariest or eeriest, KQ characters/monsters for you, and why?