So about a decade ago, the creator of this rare PS1 game had a dream journal, so he made this game about his dreams. Bascially, you just walk around and experience the differents worlds, and for a PS1 game, there are a huge variety of environments you can experience, with a lot of strange things...like flying elephants, fish, and psychodelic penguins. You move between areas by touching walls and objects, the dreams can last up to 10 minutes long, and after each dream, you fill up a section of a chart, each dream can be an 'upper' or a 'downer'.
Now I don't know if the creator intended for this game to be scary, but...it is quite creepy after playing it for a while, at first glance, it may not look like it, but the game conditions you to be scared. At any point in the game, a grey man wearing a trench coat can appear out of nowhere, and start to follow you, then just disappear. The music can be unsettling as well, some levels have no music at all, just dead silence, which is even worse. Some levels can be scary, like a dark empty city with people hanging from street lights.
This guy on youtube has a 14 part series of him playing this game, there are parts where he completely shits bricks.
^That's part 11, which is a compilation of some scary moments.
He also live streamed some of it, people who said they weren't scared of it eventually became terrified of this game. I suggest watching all the videos and you'll see what I mean, not only to see the game, but because he has very interesting commentary