Fire alarms are piercing, definitely unpleasant. Tornado sirens fill me with dread every time - I've been frightened of severe weather for as long as I remember. I think the sirens are the most haunting sound in the world.
Almost worse though, for every September 11th anniversary my college decided to blast the screeching bagpipe version of 'Amazing Graze' over the PA. Thought my ears were going to start bleeding.
I get very confused and frustrated in loud restaurants, bars, and especially clubs. If more than one person is talking at the same time I have a lot of trouble following conversation even without music and lights, so I usually just end up sitting quietly.
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"Normal is an illusion. What is normal for the spider is chaos for the fly." - Charles Addams