As it goes by, it doesn't necessarily need to be horror to scare you, intense moments and difficult runs also perform same. My first game i got terrified was Prince if Persia: Warrior Within, during tge Dahaka chases, the background, and everything becomes so intense that is shakes me. What's yours....
My brother got it as a gift almost 20 years ago and seeing Nemisis crash through walls as a jump scare got me good in my younger years. Prior to that, I don't think I really played anything intense yet (some of those Boulder levels in crash bandicoot maybe) but Nemesis I probably lost sleep over back then. Wouldn't touch the series myself until last year as a result. Needless to say, glad I'm a fan of the series now. I will go back and beat the RE3 soon.
Probably the first FNAF. I think it was my 9th birthday and around that time the first FNAF was released and my older brother dared me to play it since it was "cool" so I acquiesced. We laughed together and I acted casual but the second I could pry myself away, I cried in the bathroom because I thought it was real. I was a pretty dumb kid.
resident evil 2, back when i was a kid ~ my childhood friend plays it all the gime and i was watching him .. i always ask him to play other games cuz ( i never told him ofcourse) i was scared of that game .. lol