When I was very young I watched the Disney movie Tarzan and have never seen it again as I was so scared by the start of it. I was pretty naive watching the start of it where they build the treehouse and thought it would be a happy movie where they all learn to live in the jungle but nope, very quickly the poor parents are killed by a leopard. I found this seen very hard to watch and its why I have only ever seen the movie once, it actually came back to haunt me quite a few years later when I stumbled across the original version of this scene which was even worse.
Another film that scared me the first time I saw it was Scooby Doo: Monsters Unleashed, overall its not a scary film and I have watched it many times over the years but one of the monsters in particular (the electricity one for anyone who's seen the film) really creeped me out and I used to skip the part of the movie it appeared in.
I'm not sure this one fully counts as its not really scary just traumatic but I saw The Boy in the Striped Pyjamas at the cinema with my family as one of my brothers had asked to see it. I must've been 11 or 12 at the time so had learnt a bit about the war in school but we hadn't touched on the holocaust (I learned about that in school a few years later) and I had absolutely no idea what the film was about so I was really shocked by the ending, its one of the only films I've truly cried at and also one I've never seen again.
Finally I'll give a shout out to Goosebumps, even though I've never actually seen the TV show, because I was terrified of the books when I was younger - and to be completely honest I never read the books but we had the all lined up on some shelves and I was scared of the front covers
I think the books belonged to my brothers which seems a little odd now as we had the original series (think it ran 1992-97) when my siblings and I would've been very young, a very odd choice for any bedtime stories.