Creepy? Zero/Zero-Two from Kirby. Giant floating eyes of darkness that bleed when you hit them in a game series that's otherwise sparkles and rainbows.

Scary? Jeff from Half-Life Alyx. A mutated abomination that will chase down any noises it hears in its vicinity and will instantly kill you if it catches you. Seeing as how the game is in VR, getting close to Jeff is downright terrifying.