Mostly none of the monsters in this game creep me out since the vast majority of them aren't threats. I would say Malboros but then again they are ugly in every FF game. Even a common monster like the Goblins in FFXI freaked me out cause they ARE a threat and can and will try and kill you if you low leveled and they will also stalk/chase you a long distance before finally giving up.
FFXIV has alot to learn.