In Trek we were lucky that our little corner had friendly/tolerable aliens and specifically that it was the Vulcan first contact.
Unfortunately in our reality we are 99.99999% for sure alone and the end result of all that suffering, if we manage to achieve near FTL travel we will just devolve into some nihilistic hyper capitalism, those stupid articles “this asteroid is worth 1 trillion USD in minerals” are already being published unironically.
I guess I have a low bar but TNG Q episodes were all very funny, Deja Q if I were to say #1.
I’m an atheist though so I wont get scared by ghosts/horror stuff, but I guess the “worst feeling” moment was actualy TNG Best of Both worlds. I think the realization that the doomsday scenario is actually coming, it is real and inevitable, our chances are extremely low, the very moody soundtrack made it a very sober experience for me the first few times I watched it.