My recommendation for horror newcomers is always Silent Hill 2. It's a game where you don't have to be a survival horror buff to truly appreciate it in any way. Just a fantastic story told in a meticulously crafted world by people who know the importance of atmosphere, and how to effortlessly create it. The PC port is decent with some mods. The HD Collection was an unmitigated disaster that didn't deserve a penny of anyone's money. The PS2 greatest hits version, being the best version, is worth buying a PS2 for imo.
Silent Hill 1-4 are all either great or fantastic, but for some recommendations from different approaches:
The Fatal Frame series is legitimately great horror, but has an arcade feel around its central mechanics, if you're into that.
Dead Space and Resident Evil 4 are two of the best third person shooters ever, let alone in the horror genre.
Darkwood, which I've personally been playing recently, is a solid crafting survival game set to a pretty cool horror theme. Some great scares and atmosphere here.
SOMA and Alien Isolation are the only two great hide n' seek horror games, as SOMA has a true sci-fi story that will make you contemplate terrifying possibilities, and AI is the only hide n' seek horror I've played that manages to maintain it's pacing (for a decent portion of the game at least, it's a lengthy game). Probably because it isn't forced hide n' seek throughout. If you want to play the originals of this subgenre, White Day and Hell Night are pretty cool.
REmake took the essence of survival horror mechanics and perfected it, but I wouldn't personally recommend it to a newcomer. It's a tough game. On anything above the minimum difficulty, you will have to make some genuinely difficult decisions and maintain solid planning as far as your resources are concerned if you want to have a fun time. If you like a challenge, this is perfect for you. Or you can play on the minimum difficulty, but a small bit of the magic in this game is lost until you have played the original.
For less scary, yet interesting experiences, you could try 2D games like Ib, Witch's House, or Lone Survivor, all of which are short and sweet.