If you're looking for some horror history, may I recommend the original Alone in the Dark?

well any game won't do because you'll channel people to other sites, so from this site......
definetly Silent Hill 4.....

But theres also Araya and Murder House....your call...

The original "Alone in the dark" spooked me quite a lot back in the day. If you can forgive the dated graphics, the atmosphere is nice and creepy.

I recommend playing Resident Evil 2: Remake.
The game is wonderful, the graphics, soundtrack, gameplay, everything done in incredible way. Respects the classic game and brings to the new generation with undisputed quality for new players.

I recommend Alan Wake.

SOMA explored a concept that I found genuinely disturbing. A thoughtful horror, I thought.

Call of Cthulhu DCOTE for dread.

Outlast 2 for gore.

SOMA for mystery.

Horror games very rarely scare me. The ones above are worthwhile.

A recommendation that I would like to make are the games of the Penumbra saga (which if not bad I am there are 4) of the first thing I saw for the great year 2008 and boy did I have a good time, with some other scare that if :3

Conarium is a great Lovecraft walking sim. I usually don't like walking sims, but Conarium kept me interested to the finish line thanks to the great atmosphere.

While a lot of great horror titles use cutting-edge 3D graphics to make you forget you're sitting in front of a PC, Uplink: Hackers Elite goes the upposite route; it embraces the PC platform, letting you play a guy sitting in front of a PC.

The game brand itself a "Hollywood hacking simulator". Indeed, this is the unabashed romance of hacking, the sleek übercool cyberpunk aesthetics. But even with its blatantly cheesy approach, it's hard not to buy into the illusion, especially since the game never breaks it; the entire game consist of you interacting with the Uplink hacker software. Even the tutorial is simply a build-in service to help newbie hackers along.

In a society where surveillance has taken unprecedented proportions, a game where you're playing a hacker lend itself a certain realness. Trying to copy the right files and covering your tracks, all before you're discovered, feels pretty chilling.

The original Resident Evil 2 was good.

Surprised no one has mentioned Lone Survivor which you can purchase here

https://www.gog.com/game/lone_survivor_directors_cut

Lone Survivor is Silent Hill but 2D with map checking and a sanity system. This game is scenarist 2D I have ever played, and anyone a fan of horror or Silent Hill owes it too themselves to check it out.

I recommend 'Amnesia: The Dark Descent'.

Dark Fall: Ghost Vigil.

I recommend Carrion and the Dead Space games. Wonderful and a real sense of horror