@LilJz1234 - Awesome fanart there, whether you made it or found it.
I'm one of those guys who thinks the Pokedex is full of urban legends and flat out bull. No kid ever turned into a Kadabra, staring into Shedinja won't steal your body, etc. Not all of it's horror stories to scare children, though, like I do believe Shuppet are attracted to negative feelings, just like Ralts is attracted to positive feelings.
So for me, the scariest Pokemon would also be the most likely to actually, you know, physically or mentally hurt you. Or cause some kind of internal damage. "But that's all of them!" Yeah. So I'll narrow it down to the impulsive ones who can do some real harm. Like Rhyhorn or Nidorino. You'd be afraid of the real life equivalents, too.
(Oh, but I will concede that Banette is pretty chilling nevertheless)