Nope, but I've recently played two games : The famous Five Nights at Freddy's and the quiet famous SCP Containment Breach.
Five Nights at Freddy's wasn't really that scary after a while, but the game overall is really good. It's more "strategic" than "horrific" in my opinion. But I can understand why people can be scared of the game, animatronics aren't really the cutest things in the world (the ones in real life a scarier in my opinion).
SCP Containment Breach on the other hand scared the crap out of me, and still does it to this very day. Everybody is your ennemy here. Everything is scary in this game, except for the bugs. Yeah, glitches are in this game.
Did someone played "The Evil Within" or the recent Alien game ? Cauz' I didn't.