Situation: Strange, scary noises are coming from a creepy old house. While investigating, you walk into a dark room. You flip on the light switch, but nothing happens.
What a normal person might do: Leave; go get a flashlight and come back.
What a horror movie character always does: Flips the light switch off and on at least three times. Finally stumbles around blindly in the dark, feeling for whatever they were looking for until they touch something horrible.
Situation: It's the middle of the night. You are all alone, and you think you are being chased by something you can't see.
What a normal person might do: Run to a crowded, brightly lit location and stay there for a while.
What a horror movie character always does: Runs to a deserted stairwell. If no stairwells are available, runs into a closet.
Situation: You visit the house of a recently missing person. You discover an injured little boy and a wall collage made by a person who clearly suffers from severe mental derangement.
What a normal person might do: Immediately leave, optionally taking the kid with you, and call 911 as soon as you can reach a phone.
What a horror movie character always does: Walks past the kid so he can get a really good look at the collage. Spends time hanging around a maniac's house to find more clues. Cleverly leaves fingerprints on every available surface (not that it matters in the case of the soon-to-be-deceased).
Situation: You have been cornered by a very slow moving monster. While fleeing, you stumble and collapse against a wall next to an open door.
What a normal person might do: Stand up again and exit.
What a horror movie character always does: Stares at the monster while scrabbling his/her hands against the smooth wall for no reason -- rather than, say, pushing up against the floor. When the monster arrives, just sit there stupidly. Don't bother to do anything like land a punch or a kick, just assume that won't work.
Situation: You expect something terrible to jump out at you. Sure enough, something jumps out at you. Luckily, it's just a cat.
What a normal person might do: Run away anyway.
What a horror movie character always does: Visibly relaxes. After all, now that you know there's a cat in the house, nothing ELSE could possibly be in there.