Yes, the 'thing' should not be seen anywhere near as frequently as the G-Man from Half Life, but it should be that creature whose presence is just felt, but only briefly...sounds/the occasional limb/red eyes would be okay, or maybe even a shadow, but you should not actually
see it until the end of an episode, or even never at all...
That is where this game would do very well...not showing you the creatures, but making you fear their presence...for instance, the wolf (the very first time I saw one...) was especially scary, mainly because of the loud scream it made when I first exited one of the levels...the eyes, little, yellow beady things that they were, were quite frightening...although, they could have done better by having fewer wolves...being familiar with your enemies is perhaps the greatest thing that eliminates fear...if you continue living in the unknown, you will be scared out of your pants.