So many ways to approach this depending on what you want to experience.
I was thinking you should start soft, maybe stick to Pre 1970's B&W horror like Cat People and The Haunting.
Or maybe a marathon of Horror films that aren't rated R.
Or take the Masters of Horror (Craven, Carpenter...you decide) and watch their most popular film.
Whichever way you go, I'd be happy to help with interesting suggestions.