I recommend you watch a Let's Play with commentary up until the point you got to yourself. The commentaries are often funny, and even when they're not, they kind of are; because there's someone shitting his pants as bad as you were.
This guy does a pretty good job!
...I didn't do any of that, for the first three hours. I just kind of soldiered through it and hoped to find another note soon, because the narration always takes the fear away for a minute (mostly because the game doesn't have shit jumping at you, but you're still kind of progressing).
If you're really scared and can't take it anymore, crank up the lantern and just rush towards whatever corner you suspect holding evil. Maybe turn your sound down during that. This'll desensitize you juuuust enough to keep going for another ten minutes. Personally, I never played Amnesia for more than 30 minutes at a time myself, but it's incredibly rewarding to make progress, even in tiny chunks.