I, unfortunately, wasn't very scared by Amnesia. Not because it isn't scary (it is), but because it isn't MY kind of scary, you know?
Still, I think that allowed me to better appreciate all the other aspects of the game. Seriously, even without the scares Amnesia is one of my favorite games of all time. I need to play through it again sometime.
My only advice as to reduce the scary is to keep in mind that death is practically meaningless in Amnesia. You respawn basically three feet away, most of the times.