What is the Phrygian mode?
Definition
Phrygian is the natural minor scale with a flat 2. Formula: 1 b2 b3 4 5 b6 b7. In E: E F G A B C D. It's also the third mode of the major scale.
Why metal loves it
That flat 2 sits just a half step above the root, and against a low open E power chord it grinds. It's one of the quickest ways to make a riff sound dark and menacing, and you'll hear it all over thrash and death metal.
Phrygian dominant is a close cousin: it keeps the flat 2 but uses a major 3rd (E F G# A B C D). That's the exotic, Middle Eastern-sounding version.
See both in tab: metal scales for guitar.