To unnerve someone is to make them feel scared or confused. Haunted houses are meant to unnerve you — though there may be nothing that unnerves you more than the first day at a new school.
The original meaning of unnerve, dating back to the 17th century, was "to destroy the strength of." The source of this definition was a now-obsolete meaning of nerve, "to give strength and vigor." Today when you unnerve someone, instead of destroying their strength, you destroy their composure — in other words, you make them nervous or uncertain.