Nightmare Fuel: Unlike most roguelikes, stuff like mood lighting and ambient music manage to make locations be seriously scary. For example, The Furthest Ring, Village of the Blanks, Rainbow Factory, all of Darkest Pits, and every Domain. Gets even worse if you are exploring one of the aforementioned places and a Domain creature you awakened finds you THERE.
Shmuck Bait: The Domains. Each is a barren, dangerous area in which an unkillable creature lives. Going to these places is the only way to "activate" the creature, who will pursue you and probably kill you. If you're savvy enough, though, you may escape the Domain, but then the creature will also follow you to other Dimensions in time. You're forced to keep moving for the rest of the game, and while you may be able to abuse a few puzzles or loopholes with the creatures, they will eventually kill you.