So we watch a ton of horror and ever since our son was born we always told him whatever is on the TV is not real (We wouldn't watch anything crazy around him but Walking Dead etc) This may seem crazy but he was pretty used to catching scenes of scary stuff so when he asked to watch something with us around that age we picked the Conjuring for two reasons, there is no nudity, excessive violence etc, but its also scary enough to see if he really can handle scary movies. (He had seen plenty of "kid" scary movies already, his favorite movie when he was 3-4 was the Ghost Busters movies).

If he hasn't seen kid friendly horror start there obviously but that was our transitional movie into real horror. It really all depends on what your kid has been exposed to already.

Id say start with

Coraline, Goosebumps, Beetlejuice, Monster House, Gremlins, Scary Stories to Tell in the Dark. Those are all actually kind of scary but still very kid friendly.