Large Marge from Pee Wee's Big Adventure was the first thing to pop into mind, because jumpscares always got me the most. x_x
Also I remember being spooked a ton every time I saw Kenny from South Park's dead body. My brother had a shirt of him lying in a puddle of his blood with "Oh my god, they killed Kenny" written on it and I would legit hide from him until he wore something else. Some particularly anxious nights were spent with my blankets pulled over my head with my imagination running wild and conjuring a seemingly-real thought (to my tired child brain) of his corpse standing upright right next to my bed, emitting the faintest, most unintelligible whispers.
Most of the stuff that scared me though weren't characters so much as... audio. The THX sound (Deep Note) made me run out of a theater once, and since everything was on VHS when I was really little, I recall running from the room every time a tape ended with my hands over my ears to get my parents to rewind it because I knew the horrifying loud hissing of static would come on after the credits were done.