Playing horror games may make you more desensitized to the fear of playing horror games.

Playing horror games will probably not help too much with broader experiences like generalized or social anxiety, or any kind of specific fears or reactivity. Those would be better addressed through therapy, self-help programs, meditation, exercise, and/or maybe medication if appropriate.

If you want to look into some self-study therapy books, you could try books like "The Happiness Trap," "No Bad Parts," or "Getting Past your Past."

"The Happiness Trap" is an acceptance and commitment therapy book, which is structured around using mindfulness and acceptance skills to work with your internal experiences, instead of fighting against yourself (which typically makes us more anxious and fearful).

"No Bad Parts" is an introduction to internal family systems, which is kind of like the idea in the Inside Out movies.

"Getting Past your Past" is a self-study book based on the information processing model used in Eye Movement Desensitization and Reprocessing therapy. This kind of approach may be more useful if some of the fear and anxiety is related to specific painful or traumatic experiences.

Also, if the anxiety or fear is about intrusive or unwanted thoughts or images, you could take a look at "The Mindfulness Workbook for OCD."

Mindfulness and meditation practice is helpful for any of us, for all kinds of topics. There's plenty of ways to build a meditation habit, such as starting with 5 minutes per day, and there are lots of videos and apps that can help. The Calm App and the Insight Timer are both free to try, however I might try the Calm App first, since they recently changed the sign-up steps for the free version of the Insight Timer.

Exercise can also be really helpful for anxiety, depression, and just general well-being. Rhythmic movement helps to regulate the nervous system, and a 20 or 30 minute walk can be a great way to burn off excess energy before starting your day or going to a big event.

If you do want to play horror games for their own sake, I really like the Resident Evil series. They're kind of medium horror/ action split. The RE2 Remake is a fantastic zombie game. RE4 remake is more action/ less horror. RE7 is more horror and some gore.