Visage is one of the best in recent times. And I liked Maid of Sker for it's setting and music themed story, complete with its Welsh vocals. The first game is on GOG, the second is not- though it is on Steam sale right now.

Edit: actually Maid of Sker is on GOG, I didn't know that. Though it's on sale on Steam, not GOG.

Call of Cthulhu: Dark Corners of the Earth might be another horror game to consider, yet I'm not entirely sure about recommending it. The atmosphere is great, the Lovecraftian setting is very well done and some parts are wonderful (all in my humble opinion, of course), but after an excellent start (Innsmouth), I had frustration progressively creep in. Main culprit for me is the save system: you cannot save anywhere but are forced to use checkpoints, and this means you will play some sections over and over again (especially stealth ones). Add to this frequent and long cutscenes that cannot be skipped and the experience can really become tiresome after a while.
In the end it left me with a sense of disappointment and that's really a pity, because a good game could have been a truly great one with only a few different design choices (just a "save anywhere" function would be an enormous improvement, actually).
However, if checkpoints don't bother you too much, and especially if you have an appreciation for Lovecraft, you might want to try it out.

For an old school horror experience i would recommend Clive Barker's Undying.
https://www.gog.com/en/game/clive_barkers_undying

For something with a different, fresher approach to horror storytelling, i'd recommend Death end Re;Quest.
Written by Makoto Kedouin, of Corpse PArty fame. (also recommended but someone already mentioned it)
https://www.gog.com/game/death_end_request

Amnesia: The Dark Descent, Silent Hill 2, Silent Hill 3 and if you want something newer, Resident Evil VII.

Also...I forgot to mention Doki Doki Literature Club!

Lone Survivor - The Director's Cut.

Seriously, every time someone asks for Horror games, no one ever mentions this little gem.

What are the most horrifying game in planet earth. I am looking for more like supernatural stories rather than scientific infection stories. Thanks

https://www.gog.com/game/dracula_trilogy

The Dracula trilogy is going cheap in the sale. 1 and 2 are parts of the same game while 3 is different and set around WWI in Transylvania where you play a priest.

If you've been cynical about mainstream games for a while, don't dismiss the recent Resident Evil games. RE2 Remake especially is an amazing game.

The Last Door: Collector's Edition

and it's sequel.

I'd add to this post that Dracula Origin is also on GOG, and pretty cheap IMO even when it's not on sale. I'm playing through it now(no spoilers, please) and loving every second of it.

EDIT for Clarity: I don't believe my suggestion and the other series are related in any way, other than both having to do with Dracula, so you can dive into which ever one you like more without worrying about one series having spoilers for the other.

How about you try playing CAYNE. It's free on this site. Sure it's not "supernatural" but free is free.

You know, so you can have at least 1 game on this platform.

Lol, I guess we can't do much about them now, other than enlighten them, or entertain them... *shrugs*

Have you played 4&5? I don't mind they're short for the discounted price but wonder if even then it's worth a time.

I don't know about 4+5 but they were sold separately ages ago. There's also a few other horror/thriller games like these at a similar price in this sale.

I've never played the game, but I think Monstrum is quite a good horror game if you seek replayability. The game will spawn a different monster each time you start a new game (there's a total of 3 monsters), where you'll need to search for items necessary for your escape from the premise in which the game takes place. That said, I'm not sure whether the locations of those items are also randomized or not (although I think they are).