Fear Is In The Eyes
It starts right with the main cover design, with Majora's mask gazing at you from behind the title text. It's got the eyes you'd see on someone being possessed or something. Big round ones, forced open and eternally locked in a stare. Sharp green retinas impossibly contracted, set on sickly yellow bloodshot eyes. Oh yeah, and it's got spikes.
I did technically play it a couple times, my elementary-school buddy Scott (Shout-out to Scott) had it and would boot it up whenever we hung out a his place. It's just hella' creepy, you know? I mean of course it was to me, I was a wee little kiddo at the time. But even Ocarina of Time scared me back then, and that game is relatively lighthearted compared to Majora's Mask.
On top of the creepy and off-putting graphics both in-game and in it's marketing, it's just a depressing game. In Ocarina of Time, you'd only see before the catastrophe, and after. In this game, you see the during. What you get with that is mountains of tragedy, despair, and a general feeling of doom that oozes from every aspect of the game. The people you talk to are depressed, ignorant, or full on panicked. Everything is going wrong all the time here. Not the kind of thing that resonated with me in my childhood years.