1st and almost only time I got the crap scared out of me in a game was playing the original Aliens vs Predator as a Marine.
In the start, I was hunting down the 1st alien that the programmers thought would be cool to introduce slowly. Following the ping in the dead of night with ear phones blocking out the world around me, I came around a corner with an alien leaping at me. Yes that was the start, only problem was that my cat decided this was the perfect time to come cuddle on my lap as well. Needless to say what followed was a flying cat, falling chair and me leaving the room as fast as I could.
From that day on, I vowed never to play scare games with headphones or at night with no lights. Oddly my cat also learned something new, since that day he would tap my side gently and wait for acknowledgement before proceeding.