One of the main things that make a horror film successful is to have believable characters. Without them, the horror simply isn’t scary. You won’t be scared of something that is so unrealistic it will never happen.
When a character is believable, especially if it is a disturbing, realistic character, it makes the audience feel vulnerable, and it really sticks with them after the film not particularly because it was so scary, but because it could all really happen, in real life. A very good example of a scary, but realistic horror character is Jigsaw, in the “saw” franchise. He is extremely effective and people still fear him after they watch the film, purely because however creepy and bizarre the traps he sets may be, they are all possible to happen. That’s what makes the “saw” franchise so successful.
In order to make an extremely effective character, especially in horror you really need to consider what the character is made up of. The main things to consider about a character would be their: appearance, behaviour, reaction to events, and their voice. Applying these main points to a horror character in particular (I’m using Jigsaw as an example here) the appearance would have to be completely normal. Exactly as me or you would look like in real life. The only difference in horror could be that they may cover up their ‘normal’ face using a mask or something similar. Jigsaw uses a mask, however he is shown many times in the film without it, making his messed up methods and trails of thought even more disturbing and memorable to the audience.