This thread title is disturbing. Anyway...
In Animal Crossing, the first time it looked like Mr. Resetti was erasing the game. I started to freak out when the screen went blank, but then the screen went back to normal and he was like "JUST KIDDING!" (to my great relief). x_x ...I hate that guy.
Mentioned before, but the final bosses (as they were revealed) in PMTTYD and MLPiT were awesome and totally unexpected. This is why I avoid spoilers at all costs; I like the surprise.
Getting abducted by aliens for the first time in
The Sims 2. Poor Mary-Sue Pleasant probably...defecated herself...more than I did, though.
While abductions have become much more common for me to witness, and they don't freak me out anymore (actually, I like them now), recently I was totally shocked when a part-alien kid
got abducted an in-game hour after he age-transitioned to teen, while his birthday party was still going. I thought that was
awesome. The kid got a positive memory of it, too. Knowledge Sims, lollolool.