Not something I'd recommend for a first-timer, but it can be interesting. The best horror fiction delves into our own very real fears and uncertainties. In the right context and with the right mindset, a horror film or game can help create a compelling dark trip, if you feel like exploring the shadow. It can help you confront and understand your fears.
You'd want to choose the right game, know your limits, be ready to switch off if it gets too much, and have something to distract your mood if things get hairy. Personally, I wouldn't go for anything too gorey, unless you're trying to confront your aversion to gore or something. Start with weed for a sample and see how you go. Respect your substance, take a light dose. Most people would probably say "HELL NO, BAD IDEA" to this whole thread; I just happen to think it's not what you do so much as how you do it, anything can be done right.
I would NOT recommend SCP: Containment Breach unless you want to spend the rest of the trip too scared to blink.
EDIT: if you're looking for more of an account of what it's like, for me, it just made me far more involved with the characters and what they must have been feeling. Shooting a mutated zombie on the misty streets of Silent Hill felt... impactful. I dunno quite how to explain it, words and LSD have a tricky paternership. Simultaneously I was analysing my own reaction to what I was seeing, the collective imagination that spawned these horrors to begin with and its cultural background and paradigms, the digital revolution that allowed me to play the game to begin with, etc. you know how it goes, really.