Maybe it's just me, but I don't read horror to be scared. Sure there have been creepy books, like Stephen Law's
Spectre, Morgan Fields'
Shaman Woods and, of course,
Pet Semetary by Stephen King. (of which I am a proud owner of the first edition.)
But while they were creepy as hell, none of them scared me. I even have horror music, of all things. Look up King Diamond-albums like
Abigail,
The girl with the bloody dress and
Puppet Master, and you find excellent horror stories.
I think the main reason I love horror is because it has a very different tone than other genres. If it's a comedy, you have a few predictable laughs and know it will end well. Or if it doesn't, it still ends in a funny way. Dramas are often character driven and can be quite, uh, dramatic, but while you might think about them for a while after you read them, they are nothing too special.
But horror? In horror, anything goes. It's easy to say it always ends well in the end, but that's not the case. Every genre has rules, but good horror often breaks them. Nothing is sacred. The main character can die, or worse. (in an Elm Street novel I read, the main character was locked up in a mental institution, too scared to fall asleep again after her friends and a lot of other people had been killed.) Just when you think you know what's going to happen, the rules can change entirely and give you a whole new kind of horror. Jeepers Creepers, anyone? Horrible movie, but interesting plot twist.
My point is I love horror because good horror is so unpredictable, and horror in general spans pretty much everything from historial dramas to sci-fi to anything in between. The only common thing they have is that anything goes. Think you know your Chucky? He got a girlfriend and son. Think you knew Godzilla? Add a bunch of other monsters into the mayhem. Think you know Jason? He didn't die until the fourth movie, but then came back from the dead in the sixth. Anything goes.