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It's a difficult question because what scripts you need depends on the sort of horror game you want to make, and for that, in my opinion, you need a good idea of the central concept of the game, even if it's very loose. You can build on that and expand it, but there is no single formula to making a great horror game. I suggest you play some from the community and see how different people have gone about it.

Think about what scares you and how to recreate it in a game.

For both genres you'd best be concentrating on writing & atmosphere first. the rest can come later.