“Winter is coming” is probably the most subtly terrifying words of all the great houses words. The Bolton's “Our blades are sharp” obviously evokes the idea that losing your skin to them with their blades would probably suck. It’s good reason not to fuck with them. I've heard flaying hurts. The Bolton's words are honestly scary.
The Lannister’s phrase “A Lannister always pays his debts” is also pretty ominous. The ruin of Castamere is a testament that a Lannister will completely and utterly obliterate you for your insolence is also a reason not to fuck with them. Good.
Honestly the Greyjoy’s “We do not sow” I find kind of silly, and the Baratheon’s “Our’s is our fury” and the doesn't really evoke anything scary to me. Martell’s “ Unbowed, Unbent, Unbroken” and the Tully’s “Family, Duty, Honor”, and the Arryn’s “As High as Honor.” are just telling their values.
But the Stark’s “Winter is coming” is truthfully terrifying. How did old ‘nan describe the old winters?
“Oh, my sweet summer child," Old Nan said quietly, "what do you know of fear?
Fear is for the winter, my little lord, when the snows fall a hundred feet
deep and the ice wind comes howling out of the north. Fear is for the long
night, when the sun hides its face for years at a time, and little children
are born and live and die all in darkness while the direwolves grow gaunt and
hungry, and the white walkers move through the woods”
Winter is coming means that fuck with the Starks, and you truly will feel the wrath of winter, of the north. Your death will be long, cold, bitter, and you will be left in ruin. The metaphorical Others will ruin you and everyone around you without making so much as a crunch on the snow. Direwolves will devour you. The snow will crush you and freeze you, and your long night will never end. You will be buried, you will be frozen to the bone, and you murdered and devoured. You’re done, kiddo.
Hopefully the Starks live up to their words. I’m really hoping that Grand Northern Conspiracy works out to the fucking letter.