Don't worry, a necro bump feels right at home in a horror game thread ;)
DM & NG are both great horror games. They are not as gameplay or puzzle heavy as escape the room games like 999/VLR. You investigate different haunted areas in Ace Attorney fashion and occasionally fight monsters with the items and information you've collected. Like in an RPG, you sometimes have to make a choice which character(s) you want to bring along. Choices like that will influence the story. You can start with either game in the series, I slightly preferred NG for its story and characters but the favorite game in the series varies from person to person. You can't go wrong with either if you like visual novels and horror.
If you haven't played it yet, 428 Shibuya Scramble is also currently on sale. It's a classic of the genre that mixes police thriller with comedy. No gameplay apart from many story choices though (if that's a deal breaker).
World End Syndrome is good but I wouldn't recommend it over DM or NG. Psycho Pass is probably only worth it if you're a big fan of the anime. I never finished reading Chaos;Head but it's pretty popular, you can always ask in the
Visual Novel Community Thread if you want some different opinions.