I don’t think there’s a specific path for horror games. Similar to any other genres, you can pick up a game engine, and get a few assets from their asset stores, and get a head start.
However making a game can be a very big task, especially if you haven’t made one before. My advice is to start slow, make a tiny game, and slowly build up from there. Just like any other artistic activity, the more you do it, the better and faster you become.