Those sequences some horror games do where you're being chased by an unkillable thing, but you can't look back to know how close it is to reaching you without slowing down and getting caught? They put me on edge more than anything else in the medium. I love them.
Red Barrels' first-person survival horror Outlast does those moments really well.
If for whatever reason you were waiting for the game to come to Xbox One before playing, today's the day, at long last. It's out now for $19.99. Just you, a camera, and a whole lot of psychopaths lurking about in Mount Massive Asylum. Good luck.