I've always been terrified of horror survival games. I do better with survival games where hellspawn don't attempt to annihilate me on a regular basis.
Games with other people are worse though. I played Rust for a while. So many very unique experiences there that are funny, I don't know why those things happened, it makes no sense and it makes me glad I played the game. I wouldn't do it again though. Sure, bears are a problem. But you see a bear, you're probably alright. But if you see a person, run. There's something brutally fantastic about being murdered with rocks repeatedly for the crime of walking up to a campfire to say hi.
Edit. Seeing the Elite: Dangerous thread got me thinking about space. Space Engineers is a bit of an acquired taste, it's hard to get into and stay interested in. It's kinda a survival game but instead of killing for food you mine for uranium. It's boring on a good day. I mention it though because on a great day, you can collaborate on a pirate hijacking of a space freighter, a very satisfying feat.