We all know skyrim isn't really a scary game but have you ever had that one moment where you where like OMG and screamed like a little girl? Well I had one recently, I've been playing skyrim since basicly its release and have never found it terrifying but one day I was sitting down doing the usual dragonborn things and then suddenly a holy [censored] moment appired. I had started a new character again, this time a high elf thalmor mage (soon to be x-thalmor). It was the time of morning where it was light enough to see but not light enough to see into shadows (lowering the display helps a lot). I was used to looking at my compass to find enemies I couldn't see so I had no idea what would happen next. Just beginning a nice walk up the 7000 steps I decided it was a little to dark and I didn't want to walk off the edge. I had just check the compass and no problem there so I decided it was safe to cast candlelight. Soon as the candlelight spell was cast, right there in my face was the one thing I will fear IRL and in game forever, a giant frost-bitten spider! I nearly jumped off the edge of the mountain!
Only time I can think of, is the first time I encountered my first random Dragon. Just came out of a cave and the bastard just kinda sat on me from nowhere.
Other than that, nahhh...I don't play these games to be scared.