I don't think scary is the right word. The world of Termina is kind of... ugly and depressing. As other people have said, it takes place in an apocalyptic setting and just about everything reflects that. A lot of people are just downright corrupt and despicable and it's kind of unnerving how much this mirrors real life. You see political scandals, people getting robbed in front of your face, people hording food during a food shortage, a swordsmen cowering in fear as the world is about to end, and not to mention that the whole story is literally driven by a child's overblown self importance and petty vendetta of revenge.That's right, people are literally dying in the streets and the world is being torn apart because a kid is carrying a grudge; how unnerving is that?
There's a lot of depressing stuff too that completely went over my head as a kid. There's people dying of starvation, several children throughout the game bemoan having no friends, there's a band that can't cope that one of their members died, there's a father who mourns the death of his son, there's a man that drunkenly talks about how much he misses his family and how much he's screwed up in life, there's a couple that embraces as the world comes to an end, there's a monkey that's going to be wrongfully put to death for a crime it didn't commit, there's an older sister that gets her little sister drunk so she won't feel any pain when the world ends, there's a little girl that stays with her dad despite him being turned into a monster, there's ghosts that bemoan mistakes they made hundreds of years ago, among a plethora of other things that starts to get to you if you think about it too much. Did I mention that the transformation masks you wear contain the souls of the forms you take on and that each area of the game is supposed to symbolize one of the 5 stages of death? Yeah, this game gets deep into the psychological stuff straight from the get-go.
Majora's Mask is probably the most adult of all the Zelda games (although Twilight Princess made an honest effort at doing this). Keep in mind that this game stars Young Link, who's only 10 years old, and he being subjugated to all of this. Sometimes the game is downright trippy too and the whole thing is basically what you get if you mixed Zelda with Donnie Darko and Alice and Wonderland. Overall, it's a beautiful game and an absolute joy to not only play through but to carefully analysis because, even with all the details I noted here, this is just the tip of the iceberg.
