Gray choices

Even more so when the popular "third option" or not choosing has similar bad effects or worse. Generally the lack of a "safe" option, even if one would initially think there was one such (possibly revealed not to be that if thought of enough).

This is NOT for cases when the options are presented in manner that question your morals, see moral choices for that.

Likely to have significant (un)foreseen consequences.

The most basic example of this is to have two or more people who you value equally, either for same reason or for different reasons (e.g. a lover and dear parent, a dear long time partner and a person critical to your mission, a love interest and a group of civilians you don't know at all, etc.), and you can only save one of them. Though this would only count if choosing the non-mission critical person does not cause automatic game over.