Mage: The Awakening is the World of Darkness line where you play wizards, essentially. "But Ayrad, that's not scary or creepy at all!" No, it's not Harry Potter wizards. Or Lord of the Rings wizards. These are wizards that can create life at the snap of a finger, destroy life at the snap of a finger, or just about anything else. Still not creeped out? Well, how about this, they could be anyone and they don't hang out in their little pocket dimensions located within the English countryside. They're actively influencing the world, and usually in subtle ways. Vampires and werewolves fall prey to the monster movies they spawned, where people can and do fearlessly destroy them in the end. A Mage has none of that. Go on, try to kill him, I guarantee the moment you make one step toward him, he's sent a mind bullet back in time to give your mother a miscarriage.
So, why does this make for a creepy RPG when you're one of them? Because you're only one man, and while you have allies within your tradition that does not stop the other Mages from going after you. You fight secret wars against other Mages, and far worse things. Among them are powerful entities that can give your mother a miscarriage the moment you think about giving their mother a miscarriage, but I digress. The enemies are usually as horribly powerful as you are, and your fights are not so much actual fights, but warping reality into an instance where you and your enemy are no longer fighting. The problem is, doing this too much results in the universe as a whole getting angry at you and your enemy, and making sure you never existed. This, unlike the miscarriage mind bullet, needs no conscious effort, and happens almost instantly.
While it may not sound so creepy, the atmosphere it provokes really is, as essentially you are one of many human Cthulhus, and you're not even the strongest one there is. And the other human Cthulhus are either not on speaking terms with you because you look at magic differently than they do, possessed by inner demons, mad beyond reason, hateful of magic, vampire liches, serving creatures that hate magic, or fair weather friends. You command great power, but there are many other groups that do, and you end up being completely alone in your pursuit of this power.