Look at old - fashioned or archaic names. They often have a spooky quality. For example, 'Ezekiel' or 'Hester'. Another way is to use names of places or things that are associated with fear, like 'Shadow' or 'Grimwood'.
One approach is to play with sounds. Harsh consonants like 'K' and 'T' can make a name seem more menacing. So names like 'Kraven' or 'Tristan' can be good starting points. You could also combine words that are spooky, like 'Bone' and 'Walker' to get 'Bonewalker'. Another option is to look at the names of real - life serial killers or villains and modify them slightly. But be careful not to be too offensive. For example, you could take 'Jack' from 'Jack the Ripper' and make it 'Jaxon' for a horror character.
You can also take inspiration from mythology or folklore. Names like 'Medusa' or 'Loki' can be great for horror characters. Additionally, think about names that have double meanings. 'Scarlett' can refer to the color red, which is often associated with blood in horror. It's also important to consider the personality of the character. If it's a menacing character, a harsh - sounding name like 'Kane' might be appropriate. For a more mysterious character, something like 'Myst' could work.