A great series of indie games is the Penumbra series. It is made by the same people who made amnesia and is also a survival horror. I think you can by the whole series which includes all three games for only $9.99 on the official penumbra website.
Bastion. With Transistor coming up to PS4, I highly suggest Bastion. Everything is good in this game. It's quite short but, it's fine for an indie game. The gameplay is fun, you have multiple choices to get a something you like. The graphics are the most beatiful one for an indie game. The best of the best in this game is his music. Basically everything is good go try it !
Slender is one of them, the game was too easy in my opinion and there was just nothing scary about it