I can only think of two instances where a game actually managed to freak me out- once when I was genuinely terrified, and another when it startled me so much I may or may not have thrown my DS away from me.... ' 3'
anyway.
The first one was a gradual thing, when I picked up Haunting Grounds for the PS2 for no other reason than because it looked good. You move through the game as a young blond woman with ridonculous boobage who wakes up on a blood soaked butcher's table, her dignity spared by a sheet of silk. Way to be, chick-a-dee.
So what happens is, you first crawl out of the cage thing and off the table thing and awaaaaaay from the general creepiness with the hanging meats and carving knifes. Running around the creepy mansion, she manages to get into some guest room with clothes and a creepy butler waiting for her to get dressed in something decent but obviously a size or two too small because what decent videogame wouldn't expose mass amounts of cleavage? Then you find a dog who is your only means of protection you stereotypically weak skinny blond thing, you.
Also the next time you step outside you start to be pursued by a DAMN MONSTER WAVING HIS MONSTER MEAT HANDS AT YOU BECAUSE HE WANTS TO PLAY DOLLY WITH YOUR SPINE. In order to avoid him you need to work your way through the house filled with seriously uncalled for death traps and creepy-ass children's bedrooms. It got to the point where I was getting so freaked out by it that I just up and gave it up. No intention of returning to the game ever, and I don't care to find out if she died or not. Not really.
....
Maybe I'll get back to it eventually ' 3'
The latter of the two was actually not that long ago, a few months, a year maybe.
My friend offered to let me play Resident Evil- the first version of the game on the DS. I got about ten minutes into the gameplay as Ms. Valentine after spending a good while chuckling with him over the sheer awfulness of the voice acting, when I started down a hallway and was promptly attacked by the hellhounds from nowhere. I didn't expect it at all, of course, so I instinctively slammed the DS shut and tossed it away from me, much to the amusement of said friend.
That was the extent of my time playing that particular game :V