I have recently been playing Amnesia face close to the screen, volume up, lights out, nobody else around. I am not easily scared, especially by software (due to my background) but I can understand why people get scared playing Amnesia. Especially when one of the game mechanics is to bury yourself behind crates or closets, stare at a corner, and hope everything turns out alright.
It is quite atmospheric and after that first fucking lever I started finding myself immersed (apart from the water segment early on, that kind of pulled me out)