Welcome to the Game is a puzzle-based horror game developed by Reflect Studios, the same lovely people who brought us Rides With Strangers. It was released June 15, 2016 on Steam.
The game follows a protagonist browsing the infamous Deep Web, a real-life digital hive that features websites that can't be held on the surface web, in search of a Red Room, a live streaming service hosting the torture of kidnapped people.
The game recently got updated to a 2.0 version, involving two secret endings and a serial killer known as "The Breather." This involves a function of the killer calling you and trying to get into your house.

I heard that, this game is really creepy.