There is more insight of Asshai-by-the-shadow on the World of Ice and Fire, which allows us to understand why it is considered such an ominous place and why some people might be afraid of it.
- The entire city is black and has an unpleasant feeling to it.
Travelers tells us that the city is built entirely of black stone: halls, hovels, temples, palaces, streets, walls, bazaars, all. Some say as well that the stone of Asshai has a greasy, unpleasant feel to it, that it seems to drink the light, dimming tapers and torches and hearth fires alike.
- It is clearly mentioned that nothing is forbidden. People are free to practice their spells without any constraint.
The dark city by the Shadow is a city steeped in sorcery. Warlocks, wizards, alchemists, moonsingers, red priests, black alchemists, necromancers, aeromancers, pyromancers, bloodmages, torturers, inquisitors, poisoners, godswives, night-walkers, shapechangers, worshippers of the Black Goat and the Pale Child and the Lion of Night, all find welcome in Asshai-by-the-Shadow, where nothing is forbidden. Here they are free to practice their spells without restraint or censure, conduct their obscene rites, and fornicate with demons if that is their desire.
- No one rides in Asshai. Animals that come by ship, die.
An account by Archmaester Marwyn confirms reports that no man rides in Asshai, be he warrior, merchant, or prince. There are no horses in Asshai, no elephants, no mules, no donkeys, no zorses, no camels, no dogs. Such beasts, when brought there by ship, soon die.
- Despite the fact that Asshai is a tremendously huge city, the population is very little, and no one can be seen at night or during the day.
Yet, the population of Asshai is no greater than that of a good sized market town. By night, the streets are deserted, and only one building in ten shows a light. Even at the height of day, there are no crowds to be seen, no tradesmen shouting their wares in noisy markets, no women gossiping at a well.
- People that walk the streets have their faces covered.
Those who walk the streets of Asshai are masked and veiled, and have a furtive air about them.
- There are no children in Asshai.
- Those who sailed beyond the city never returned.
Is there any truth to these grim fables brought back from the end of the earth by singers and sailors and dabblers in sorcery? Who can say? Lomas Longstrider never saw Asshai-by-the-Shadow. Even the Sea Snake never sailed so far. Those who did have not returned to tell us their tales.
- People believe that there are twisted creatures in lairs near the mountains
On its way from the Mountains of the Morn, to the sea, the Ash runs howling through a narrow cleft in the mountains, between towering cliffs so steep and close that the rivcer is perpetually in shadow, save for a few moments at midday when the sun is at its zenith. In the caves that pockmark the cliffs, demons and dragons and worse make their lairs. The farther from the city one goes, the more hideous and twisted these creatures become[...]
- There is Stygai, the corpse city, in the heart of the Shadow, where no one dares to go.
[...] until at last one stands before the doors of the Stygai, the corpse city at the Shadow's heart, where even the shadowbinders fear to tread. Or so the stories say.
All the quotes are from the aforementioned book, pages 308,309