Yep, agree with that. No worries, you'll get used to it soon.
Welcome on board!
Please include what you have planned/thought of so far when you create a topic.
Generally, horror is all about losing control. You must create the feeling that there are beings and actions beyond the player's control.
A world you don't fully understand adds to it, logically.
Some basic paths are
- atmospheric horror (creepiness), creating an uncomfortable feeling. For example blood, disarranged rooms, abnormalty and perversions in any way
- chase - creating a monster who repeatedly chases you, giving the player the feeling of "escape is impossible" "it can come anywhere anytime" and "I'm being chased by a deadly X"
- jumpscares - sudden pictures, sounds or changes in the scenery that catch you off guard
.. not that any of it is new.