I got the Amnesia Demo and it wasn't scary at all.
The monster you see near the beginning and the weird spiderweb-like stuff was a bit scary but the water part (which is what alot of people consider super scary) was just intense.
Though Penumbra seems scary, I was watching a playthrough on Overture to get inspiration for your Merchelande(?) and some poor bastard cut off his tounge, which was kinda disturbing in some way >~<