Though I usually don't get scared (besides a well timed jump scare and even then you could really call that being startled) you just have to remind yourself that you are playing a game and that there is no possible way that you are in danger. Sounds simple, but the first time I played Amnesia during (SPOILER)the water part I noticed my hand was shaking because I was so tense. So I just gave myself a friendly reminder and moved on. Sure, I was still scared, but that dose of reality helped tremendously.