Oh, MAN this is a good question, but a tough one too... My dad was always into the old scifi films, so I saw a ton of those with him when I was younger.
Though the first movie that I remember scaring the HELL out of me...
Carnival of Souls.
Psycho was also an early horror experience, though I still think that Carnival came first...
Other movies that creeped me out when I was younger:
- The Thing From Another World (1951)
- Invasion of the Body Snatchers (1956)
- The Invisible Man (1933)
- The Wolf Man (1941)
- The Haunting (1963)
- House on Haunted Hill (1959)