When it comes to somethings looking human but with slight, noticeable differences, read this:
https://en.m.wikipedia.org/wiki/Uncanny_valley
Btw, almost every slipknot mask is a perfect design for a psycho killer.
Personally, inhuman or twitchy movement freaks me out. Stuff like the ring or the monster from P.T.
Speaking of which, anything what should be dead and comes alive is scary as hell. Not like zombies, they're much too dumb. Imagine a horribly cut up person standing up, looking at you and perhaps speaking.
And yeah, vague presences in darkness are creepy as fuck.
When it comes to places, somewhere where you expect people and it's completely empty, especially big and open locations. Wait, do I have agoraphobia or what ?