Ish #38's Horror's Harvest always struck me as being quite scary & fun, if a bit NPC-heavy for a first-time DM.
Ish 83's Deep Freeze is very Cthulhu-meets-D&D. Seems a blast (if you're into that kinda thing....and I am!) but I might change the background to make it even more "Cthulhu-esque". You can't have enough squamous fun!
#88's Thirds of Purloined Vellum looked good....but again, a bit NPC-heavy for a first time DM.
There was an issue that featured a wendigo, I believe that was #77's Wind Chill. Seemed kinda spooky & fun.
And yet another vote for Mad God's Key in ish #114, too.