I went mining with my protection 3 diamond gear, looting sword, and infinity/power 5 bow. Normally, this ensures my survival. However, I was on a particularly laggy server, so I got killed by an invincible lag zombie and his friend, the invisible zombie. At first, I wasn't terribly mad, but then a creeper killed me while I was retrieving my stuff. The rage was barley containable.
I was walking around in the Nether on a server and came across an upside-down zombie pigman. Apparently, somebody had gone several hundred blocks into the Nether, put a Dinnerbone tag on a random pigman, and left. Confusion levels were high that day.
To me, mooshrooms are valuable because they are the only passive mobs in the game that can provide two different foods (chickens don't count because you have to craft their eggs with unrelated stuff to get cake and pie). Also, since they are extremely rare, they can be a sort of trophy. In SMP, you can breed mooshrooms and sell them to other players for a lot of diamonds.
My first world was back in Beta 1.2. I knew basic game mechanics and most of the crafting recipes, but that was about it. I built three houses along a river (it was more like a particularly long and narrow lake) and moved between them each day. I remember that at the time, I didn't know Nether portals had sound, so I built one in the middle of one of my houses. I found the portal sounds to be so creepy that I never went in that house again unless I wanted to go through the portal.
I see all these posts saying how endermen are super scary, but I just don't see it. Baby zombies, though... now those are scary. Fast-moving, hard-hitting mobs that don't need to be looked at to turn aggressive, and to top it all off, they have tiny hitboxes, making them difficult to hit. That's scary to me.
Technically, the wither is a mob, but it's a boss mob that can only spawn if you summon it, so I put baby zombies higher on my list of scary stuff.