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Afraid to watch Halloween?

Assuming you're talking about the original, I think you might want to point out that there's very little objectionable things in that film (no blood/gore, for example). Just pure suspense and great music. For someone who has seen modern horror flicks, I can't imagine that Halloween would come across as too shocking whatsoever.

If gore's not her thing, than the original A Nightmare on Elm Street would be out, but you could try both Poltergeist (1982) and Psycho (1960). She might think that Psycho is too boring/too old, but worth a shot.

If she likes Poltergeist, she might be willing to wade into the supernatural side of horror (The Haunting 1963, The Changeling 1980, The Others 2001 and Burnt Offerings 1976, for example).

And lastly, if she's more into slashers such as Child's Play (the first and second Child's Play flicks are fantastic ways to start into horror, I feel), then it may to safe to take her down the slasher path with flicks that don't have much gore or nudity (unless that's not a concern). I don't have a list like that on hand, but if you wanted, I could come up with one.

Hope this helps a little.