Dead Space
Dead Space is certainly a scary game, but the more you play it, the more in control you feel. You play as Isaac Clarke, the toughest space engineer alive, as he searches for his missing girlfriend aboard the derelict spaceship, the USG Ishimura. Little does he know the place is crawling with Necromorphs, i.e. the disfigured remains of humans after an alien gunk messed with their organs and turned them inside out.
The atmosphere of Dead Space is by far the most excellent you can encounter in a horror game when it comes to ambient noise and audio cues. And the weapons at Isaac's disposal can make you feel prepared to tackle the Necromorph threat even as it terrifies you. Combat feels oh so satisfying.
Dead Space is a classic video game period, horror genre aside, which alone makes it worth a playthrough. But its intuitive UI and combat-oriented style of horror make it easily suited for beginners.