turkey baby in PT, lol. PT isn't scary.

I remember one time me and my friends were at a birthday party and we were watching a scary movie that was totally not scary at all and I was that guy that was saying through out the movie "Oh this isn't scary at all" but then at the end there was a telephone that rang out of NOWHERE and I screamed like a little bitch XD. It was hilarious!! I can't remember the name of the movie, it was ok anyway.

You may have little or no imagination (due to age, personallity, etc), which can happen, having a vivid imagination is what scares the hell out of people, why kids tend to get more scared than teens or adults 

Do you read books, the love of reading books, in particualar stories is directly based on how imaginative your brain is 

Do you over analyse, examine (something) methodically and in detail, typically in order to explain and interpret it, this can be a huge imagination killer, again why adults find it difficult to let go and just believe the "story" as it's told/shown 

Well, all you need is horror movies from Japan/Asia, not the ones from Western. Recommendation list for you :

pulse 2001

Ju-on

Kansen (2004)

dark water 2002

Ring 1998

Ringu 0

A Tale of Two Sisters (2003)

Exte 2007

the eye 2002

Three... Extremes

Out of the Dark (1995)       this one is especially funny and scary at the same time 

Uzumaki (2000)

Reincarnation 2005

Unholy Women (2006)

Tales from the Dark 1, 2

Remember, watch it when you're alone , heavy rain outside is a plus. If you need more just tell me

I stopped watching horror movies long time ago, because most aren't scary and mostly full with jump scares. and I really hate them. even my toaster gives me jump scares. manbat from arkham knight almost killed me.

Try dropping some acid first
Or if you want something truly scary watch Honey Boo Boo

Watch The Orphanage. This is actually a serious answer.

Try watching "The Calling" the one that got out in 2000, VHS and High Tension (2003). I feel like those movies have a different type and way of being scary.

provoke a gang or let you hit by a car then you will be scared

I'm not scared by the look of "monsters" but sound scares me and the "scary situation" in general. So, the only advice I can give is play or watch something "scary" alone in the dark with loud sound. This is what gives me the awesome feeling of being scared (not too much but enough to let me enjoy the scariness).

If you just can't be scared at all it may also mean that you don't dive enough in the movie/game. If you really feel as if you are there then you should be scared, if you don't feel that and always have in mind that it's only something on a screen in front of you then you will never feel it. So, try to forget that it's not real and try to feel as if you are really there or at least as if it's something really happening. 

When I play a game like Amnesia I'm also not scared the first minutes since I'm still like "I look on a screen" but when I start to forget this and am deeply involved in the game with my mind then it starts to be scary