This is a good question. There many things that could be said. So, I will limit my answer to three points.
First, the idea of making a creature is very shocking, especially when the book was first published 1818. The idea of creating life or the idea of playing God was very controversial. In fact, it is still controversial.
Second, the fact that Victor's experiement worked was also a shocking point. It raises the question of the humanity of the "monster" and what Victor's responsiblity is. These are questions for us today and the implications are still shocking.
Third, from the context of its first publishing, the whole idea of creating life and what seemed to be the power of science was very shocking from the point of view of religion. There was a notion that man was encroaching in an area where they should not.