Wednesday was my usual Deadlands game and I had a great time there, but it did cause me to realize something - I'm a horrible player for horror games (consonance for fun and profit!).
A lot of horror is built around disempowering the protagonist. And that doesn't make me feel afraid or nervous, it irritates me, rather than causing me to want to escape my deep-seated reaction is to turn and charge.
For me, the horror in games is the consequences of choices made - having to make horrible choices versus having gruesome things happen to my character, especially if there's no control over it. "This horrible thing happens to you." "Do I get to try to avoid it?" "No, there's no escape." "Oh, well fine then."
It is probably why I don't like horror movies much - they aren't scary - they can be startling and cause me to jump and react; they can be gruesome and cause me flinch or become nauseated; but horror? Fear? Scared? Not really.
For me horror are those moments when someone looks around them and say, "My god, what have I done?" That's horror. Shock gruesomeness doesn't horrify me, nor do bad things happening to me that I have no control over. But something horrible happening that I could have prevented? Now that's horrifying because then I'm an agent of the awfulness that on some level - it is my fault. Remove agency and you don't have horror, you have life.
This isn't to say anything bad about the GM, I'm the one who can't do horror games. But I've should have realized that, even in Call of Cthulhu games I tend to be a fighter, and I tend to make choices that interact with the plot versus avoiding it in an attempt to save my life/sanity.
Plus it is a game where the fun for me comes from interacting in the world. Sitting somewhere safe makes for a an alive protagonist, but not much fun. Just some sleepy, pre-work thoughts on horror.