@Maxi: I am not scared of the dentist (as long as I don’t have to get fillings, because it can hurt), but I got an idea out of your dentist picture :). Thanks.
@All people mentioning atmosphere: Yes, atmosphere is very important. The truth is that you need something/someone to convey the scare. A game without danger is pretty pointless if you figure out that there is no danger. The thing I am after is not something regarding the atmosphere, but rather the abilities of the (horror)character itself. If a character has multiple options to toy with people, it can improve the scare factor and add in more to the atmosphere. I am creating a ghost, which will be able to perform a good deal of actions.
I have now a good deal of design ideas and functionalities in mind. The problem is mostly that I need to know beforehand, what options the horror character needs to have (or I have to do the modeling, texturing, rigging, weighting and animation process over and over again).
That is why I need input from you guys. I alone can’t decide what is a scary character or not. So your opinions are a great help for getting as much input as possible :).
Thanks to all responders for your answers! I appreciate it.