Scared the hell out of me first time I saw him. Got Dark Souls flashbacks of someone jumping into my game to kill me. Took me a moment to realize it was on my side.
Now I love that guy. He's super useful, and the fact that he uses shouts just makes him all the more cool.
I was , well not scared as such, but definitely a wtf moment. I was fighting Miraak and I already had two summons so I thought it was one of his and he accidentally hit it and thats why they were fighting in true tes logic.