I played plenty of horror games myself. The survival-horror genre suits me the best in some way. Really feel that adrenaline pumping when hiding or running away from monsters and all ^^
Amnesia The Dark Descent was extremely scary in that way. I mean really...you can't even fight those monsters
Also RE7: Biohazard / the Silent Hill series / The Evil Within / Alien: Isolation and the Outlast series were awesome as well.
For the people who like a more twisted, psychological and in some way a sick game I really want to recommend Shadow Man Remastered. I have it on Nintendo Switch It's pretty difficult in my opinion. I was struggeling as soon as I reached the first Boss Fight.
^^