Kwaidan

Japanese horror is fascinating because of how different the values are from Western horror. We know that in Western horror, much of what we see is cheap tricks being used to try and frighten the audience. It is often full of gore, violence, and jump scares, and little to no morals to be learned. The plot lines are generally pretty simple in that the good people have to escape the evil things. Of course not all American horror movies are like this but it's a fairly accurate outline for a generic horror flick.
J-horror holds a different set of values that Eastern people identify more with. The "horrific" things in these stories are usually spirits, rather than murderers or monsters. These spirits are also not necessarily just good or evil, but rather a chaotic neutral. The spirits have their own ways of behavior and motives that humans may not understand. The values that these stories send to the audience is that spirits of the dead must be respected, and there is usually a moral lesson involved, rather than just being scary for the sake of it.

A good example of these themes in J-horror is a collection of short stories called Kwaidan. The first story tells of Hoichi the Earless. Hoichi was a minstrel that was convinced by a ghost samurai to go to the graveyard and play a song for a ghost nobleman and a ghost audience. Since he was blind, he did not know what he was doing, so when his priest friend found out, he wrote kanji letters on his body to keep the spirits away. However, he forgot to cover his ears, so when the ghost samurai appeared again he ripped off Hoichi's ears. This allowed the spirits to leave him alone forever.

Japanese spirits are unpredictable in the sense that they don’t follow any human-like ethical code, but rather act according to their own motives. Many Westerners might not understand why it was necessary for the samurai to rip off Hoichi's ears, but he wanted to so he did. It could be as simple as they enjoyed hearing his music, so when he stopped playing for them they were angry. Or maybe they wanted the ears as proof of the musician they loved. The point is that it is not as black and white as American horror seems to be. Some Americans love it and some do not, but it translates much better to people of the Japanese culture.