It is not least among you who refuse to watch a horror movie with the chance of getting embarrassment if caught screaming while watching. But that was the point of his watch a horror movie or nonton movie horror, to create a feeling of fear for enjoying the taste of racing and make screaming off when there is a terrible scene. So you do not have to hold back the prestige and your expressions when watching a horror movie. You can express all your fear and cream if you feel horrified or shocked.
You just need to let your feelings so scream if you feel like it is too hard to hold in your fear when you are scared. Usually, when someone screams, some other people will follow the person and scream along out of getting shocked. Thus, you should not be ashamed when doing so. Sometimes you will even chuckle yourself when recalling screaming together with your friends or other people when watching the movie.