Many people thought Twisty the Clown (John Carroll Lynch) was an incredibly scary character when he was introduced, though in his defence, he had a heartbreaking backstory. But before we learn about his tragic life, however, he goes on a killing spree that is the stuff of nightmares. Along those lines, the show introduces viewers to the "freaks," who are generally good people who have been outcast due to physical abnormalities. It's not so much scary as just very sad and upsetting. Freak Show quickly established it had a very different feel to it than most AHS seasons.