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.
Actually, Sombra is into that business just because she wants to, rather than to help anyone. She is there of her own intentions, to get what she wants or needs.