The canonical Nerevarine? A khajiit hand-to-hand master perpetually hopped up on skooma, what else. His name? Adoring Miaow Smoodger, which incidentally is an anagram of Morrowind is a good game.
Given that it's an ancient cartoony turn-based DOS game where you frag goofy ETs, it's naturally more tense and startling than the average alleged horror title
My favorite part about this buddhist suffering simulator where you play as a helpless prey animal? Eliminating the indigenous populace by way of guerilla warfare with high explosives of course.