Minecraft really isn't scary, but it just makes you paranoid. You're digging in mines, you hear random mob noises, random wind blowing, creepy piano music with loud notes, you just feel that the next rock is the rock that uncovers a skeleton or creeper.
BUT. The scariest game I've played is probably DOOM 3.
It's not the scariest game around, but it's the scariest game I've played.