As in what part (or parts) of a character that are terrifying in action or given thought. It can be looks, personality, ideology, and/or an ability if applied with real-life implications.
For instance, Doomfist is scary because of his ideology; the concept of using conflict to further humanity implies a never-ending wave of war where if you aren’t strong, you will suffer or die.
Ramattra’s ultimate is pretty fucking scary to be on the receiving end of. Imagine this 7 foot tall hulking robot suddenly has a swarm of nanites ripping away at you, and it will keep ripping away at you until you either die or manage to escape him.