You should think about an old appartment. The windows are locked with planks, the door is not strong anymore. The building is total empty. Sometimes family walk inside it. Your toy helicopter went into an room from the outside. You walk inside the building, towards the appartment. It is dark, the room is lighted soft by the sun between the planks for the window. You see an empty shower. You walk towards it to see. When you stand for it an bloody hand touches the window from inside and leave a blood trace.
Or what also is very nice to use are mirrors. Mirrors are classical and you can do a lot of tricks with it. Like grudge's. In the window they look the same as you, doing exactly what you do. But suddenly it stops acting like you, her or his face transforms ugly and start to scream. Also spirits are good things to display in mirrors or windows.
Whispering voices about crying, calling for help, wishing and that sort of things are nice to use.
There are a lot of ways to make a game scary, but it depends on your engine what you can do. RPG maker is not First Person, so some things wouldn't be effective. In other engines where First Person is possible I guess you can do a lot of nice scary actions.
Look at Doom or F.E.A.R. Those games are awesome if it goes about thriller and horror. =D