We've all experienced that flailing fear when encased in the dark. At first, the narrator doesn't even want to open his eyes because "it was not that I feared to look upon things horrible, but that I grew aghast lest there should be nothing to see". When he does open them, and it is pitch black, his "worst thoughts, then, were confirmed." His worse fear, that he is in a tomb, keeps him paralyzed until he's brave enough to explore. That fear quelched, he fears all of the rumors he's heard of the dungeons in Toledo. And because he can't see, he imagines the worst.
Until a light is lit, the narrator comments over and over again about how he imagined this, or that, and how each imagining terrified him. It wasn't until he could see that he felt some relief; at least he KNEW. He says that he took a "wild interest" in looking around and figuring out just exactly what he was up against.
When rescued, he might be overwhelmed by the light, noise and crowds of people, and maybe some Post-Traumatic-Stress issues. Other than that, I should hope the only "issues" he will have to deal with is sweet relief, joy and bliss. :)
The dark in the initial torture sequence makes him wonder if he might not really be dead. It is so dark that he has trouble realizing if his eyes are open or if he is conscious. However, the narrator's senses return. But since he is in complete darkness, a new fear creeps in. What if he is buried alive? This is his worst fear.
The narrator, however, is eventually able to quell his fear and begins to make sense out of his surroundings, which, of course, is exactly what the inquisitors expect, which leads him into his first torture.
The narrator is facing a whole host of issues after his rescue. Imagine surviving nearly falling into a pit where you most likely would drown. Then you find yourself tied down and nearly cut in half. Finally, you are almost roasted alive. So some fears the narrator might face are many. Paranoia. Fear of the dark and of rats. A fear of being alone. Nightmares. Depression. Any of these would have been real issue for a survivor of such a traumatic experience.
However, given that this story is told in the first person point of view, the narrator is obviously telling this tale after the fact, so he has to be adjusted enough to recount this harrowing experience to us, the readers.