I'm a huge fan of the show but I'm also a huge chicken!! I tend to scare easy and many episodes have freaked me out and scared me at night...but I stick with the show because the writing and acting is amazing, and there's so much humor, even admist the scariest s--t there are hilarious parts. And good music! Plus you've got hot guys! haha. All these factors make you want to watch, no matter how scar.
It also depends on what scares you...
The parts with demons, shapeshifers, vampimres and blood/gore don't really scare me. It's the ghosts that really get to me, especially creepy kids and the ones that kidnap people. Though, I find that the more I watch an episode the less it scares me because I'm prepared and know what's coming. Instead of saying what's NOT scary, I'll say what IS
Examples of ones that have scared me: SEASON 1 "Bloody Mary", "Bugs" (it's gross!), "Home" has some creepy parts but it's overall good with some funny parts, "Asylum" scared me at first but now not at all, "Scarecrow" scares you the first time, but after that you'll love it, "Faith" has creepy parts but not scary overall "The Benders", "Hell House" (some scary parts but the humor overshadows it- a classic!), "Something Wicked" and "Provenance" are pretty creepy
SEASON 2
"No Exit" (SO SCARY!), "The Usual Suspects", "Roadkill", and "Folsom Prison Blues" are examples that are creepy but SOO good you watch it anyway
SEASON 3
"The Kids are Alright", "A Very Supernatural Christmas" (NOTE: not scary, just a bit creepy at first and then it gets awesome and even kind of funny), "Ghostfacers" (the plot behind the villain is scary but the episode itself isn't that scary), "Time is on My Side" is kinda scary
SEASON 4
"Yellow Fever" may have some creepy parts but trust me it's so funny and worth watching, "Family Remains" is definitely a creepy one, watch it during the day!! "Jump the Shark" had some creepy moments, but not too bad
You should definitely get the DVDs or something so you can pause and watch it again during the day or with people so you're less scared...it's a truly amazing show