Nothing that is meant to be scary before doing it but;
Crashing my first car with a 180 deg spin and 360 deg roll. Felt fun at the time like a fairground ride. No one else involved luckily and was also lucky I had the presence of mind to keep my arm in the car as the window was open.
Picking up the first set of 'naughty' photos taken with my first uni girlfriend. This was back in the days before digital cameras and so it was via snappy snaps or the like. I swear some pics never made it back

. Seriously considered building my own darkroom after that

.
HIV test as part of a post Uni checkup. Had no real belief it would be positive but one of my ex's I later found out was known as the town bicycle

.
Making a car go sideways. Going around the A406 by Angel Rd station before the road works were completed. There was an S bend in the road coming up to the station going East. Just after this the road dips quite deeply and goes under the railway line. I just beat the lights before the S bend and lighting was faily bad for the S bend. Just before reaching it the lights from a car coming up from the dip under the tracks hit the windscreen at just the right (wrong for me) angle and the windshield went opaque. Hit the high curb on the corner of the bend and the car skipped sideways one lane. Again, luckily, as I had just beaten the lights there was no one around me.
Getting stuck in a tiny fiat (2 door) on a railway track with a drunk driver at the wheel after a night out in the Czech Republic countryside. I was not driving for a change

but was stuck in the back with no door to climb out off and a train was coming

. Luckily the girl driving finally managed to get it in gear and off the tracks just before the train arrived.
Realising that I was not going to make it the last couple of feet over the top of the free climb wall I was working on in the Mile End Climbing centre and having to push off the wall and fall to the crashmats below for the first time.
Finding the path myself and my afore mentioned ex were following over a hill in the lake district did not quite match what I expected from the map. With us being more or less at the top of a hill and it starting to get dark. This was also at the beginning of our relationship and so the need to impress was high

. We made it down just as it started to rain.
The worst recent one was at Koh Samui (Thailand), playing in the surf. The time of year meant there were waves of 8->10ft breaking on the beach (beach floor to wave top). I was playing in the sea and trying to catch the waves so they would take me back to the beach (sea was at waist to chest level until a wave hit), problem was that with them being that high, I either got to them in time or they ended up crashing down on me forcing me under water as they rolled over. One time I got hit in a bad position, somersaulted underwater, finally managed to push up from the sand and just got my head above the water coughing and spluttering making sure I didn't have another wave just about to come crashing down again. Lost my very nice perscription glasses

and stopped playing with the waves for a while. Had to go around squinting from the sun for the next few days

. On the upside, went to a number of opticians to get a replacement set of glasses and of course chose the one with the most attractive optometrist. She was so hot, had I not been married with my wife and kids there, she would have been at the top of my todo list

. My wife not being an idiot realised this and kept joking to the kids that daddy is going to see his new girlfriend

much to my embarrassment

. Learnt to give the sea a greater respect that day.
Strangely considering the responses here about peoples wives giving birth, for me I found it quite calm and had no concerns. Pregency was good, the hospitals here are as good if not better than in the UK and I had total trust in the people. Luckily the trust never needed to be tested.
RB