Yeah, the parodies are very skillfully done.
I can't stand scary games either. Well, Resident Evil is an exeption, but otherwise I can't. With Skyrim, there is one strong benefit. When you'd like to punch someone in real life, you can take a deep breath and think "it's okay, it's okay, I get to kill bandits tonight."
Oh, I have seen Dear Esther, but haven't played it. It seems interesting.
One game that's only a little bit scary, is Journey. You can interact with other players all around the globe, which is really cool.