A way not to get creeped out/ easily scared at games?

I used to be scared about Creepers in Minecraft, but just play without monsters. Then play with monsters but in creative mode. Therefore, they can't hurt you. Or you can just play multiplayer with other people.

Skyrim didn't give me too many jump scares. The only thing that I recall sneaking up behind me were Falmer, sometimes, in certain underground areas (Dwemer ruins, Blackreach, and caves lit by glowing mushrooms). Other than that, if you use your sneak skill and move slowly while crouched, most of your enemies won't see you and will be ahead of you, clearly visible, not jumping out at you. And there are several options for fighting from far away - arrows, crossbows, ice spikes, fireballs, etc. Or covering your rear by casting runes as you go through a dungeon. There are a few spiders that drop from the ceiling, but you'll know to expect that if you see a lot of spiderwebs, just make sure you look up before entering a room full of cobwebs. Sometimes Dwemer automatons will come out of the walls, but you'll get familiar with what the holes look like.

Also, get yourself a follower, so they can cover your back. Some of the followers will actually warn you before you encounter enemies, some will have special dialog that changes depending on what enemies you're going to find. At least, I know Teldryn Sero has that. He's a hired mercenary in the Retching Netch on Solstheim in the Dragonborn DLC. If you're in a really dark area, you can give your follower a torch to add light, and/or you can cast magelight or candlelight spells. You can also get two spells - Detect Dead and Detect Life - that will show you where enemies are before you actually see them, so they won't surprise you. The Aura Whisper shout will do that, too.

Skyrim isn't really a "creepy" game imo. Just remember that you are the DRAGONBORN, the hero, and it's your destiny to vanquish evil.

The worst of Skyrim is the SPIDERS.
Even the Vampyres are kind of ugly laughs.

It is so sad, that ANON has to hide and spam silly statements for effect.