maybe because the owners are vamps or that right under the lady's stone there is a huge ship wreck

Namira's feast. Still freaks me out. I actually don't even use the ring anymore because it creeps me out so much, even though i could always use the extra boost in stamina. It creeps me when i did have it on, and just having the option come up that says "feed". And if that wasn't enough, i was walking by a guard in solitude with it on one day, and he goes: "Ew...Your breath stinks! What have you been eating?!?" Yep, that was more than final straw, i haven't had it on since!

Also, any dungeon with the falmer...I really like the dwemer and stuff, but i cant stand the dungeons, because of the falmer...they really give me the creeps.

Nothing is that creepy in skyrim.

The lighthouse is creepy. Probabely the creepiest.

Dragonpriests are a bit creepy.