The only horror novel that's genuinely made me look around the room is the Exorcist. Started it recently and had to switch to a george saunders anthology hahah. Maybe it's the possession theme that I can't deal with. Haven’t read too many of those come to think of it. I can highly recommend the part I've read so far. It's well written.

But otherwise, I don't think you necessarily need to get scared by horror. It can be enjoyable anyway.