Hey, so I'm looking for advice. I want to run a horror esque couple sessions. With a demonic possession. The players are seeking out a magic college. However, when they get there it's closed, due to a mage getting possessed seeking more power. They will need to find some ruins/underground (I don't have the actual setting decided yet). I'm looking for ways to up the scary/creepy/horror feel. Additionally, things for the group to do/over come during the adventure. Additionally what monsters do you think would work best? I'm thinking some lesser demons but not sure what or what else would make sense?

To up the creepy feel: the scariest things are what you show littlest of. Let the characters discover things that make them feel threatened, but don't present any "real" danger: a line of names written on the wall in blood, ending with their own; the shadows of children playing that disappear when interacted with, then reappear later only to disappear again; a perfectly normal dining table with food half-eaten, fresh, and even warm, but covered in dust. Hopefully, they'll become paranoid of when a monster actually strikes. (On that note, make sure your monsters aren't chilling in the middle of rooms, but make them either jump out from hiding or, worse, hide them in plain sight, like a pile of bones that turns into a skeleton.) You might also give hints of the demon stalking them, like a breath of wind or the sound of footsteps, that fade when examined closer. Hints of past tragedy and death in the dungeon can also contribute to dread, but don't overdo the dungeon's backstory. The creepiest mysteries stay mysteries.

Before I get ahead of myself, though, here's my #1 and #2 top tips for running horror games...do just these and you'll be fine. #1: Make sure the players buy in. If they're laughing and joking throughout the session, it'll kill the mood. Make sure to tell them that you want to get a horror feel going, and ask them to play along. #2: Use the real-life setting. Turn out the lights and put a few flickering candles on the table. Play some spooky horror music in the background. Talk in a low voice just over a whisper, so players will have to be quiet to hear...and to get the creeps going.

As for monsters, undead are always a good choice for a spooky adventure. Constructs, too, like animated armor, can fit right into a "possessed" dungeon.

I'm currently running a Horror inspired campaign. I asked the players to give me some of their rational and irrational fears. I used these elements in game building, an example is on person was afraid of mirrors, so the puzzle used mirrors. The same can apply to creatures, if their character is afraid of certain creatures, find ways to work them in even if they are only illusions. Exhaustion is another great DM tool for a horror inspired campaign, by using that and fear it can wear their character down in game making moments more dramatic. 

I'd also echo the comments about setting, we played in dimmer lighting, have more spooky music in the background and the player are aware that this is supposed to be a horror themed adventure as their characters dive further into madness. Darkest Dungeon is also a great RPG that can help inspire your campaign. 

I think that one thing that always scares my players is anticipation. 

For my halloween session I based it off of movies like Blaire Witch Project/ Slenderman and I had them and a bunch NPCs lost in the woods. They were clearly being targeted by their names written in dark blood, or creepy characters of them being killed. 

Slowly have their choices lead to some of the NPCs being grabbed and killed by something unseen or something seen but only for a moment. If you're going for demonic possession maybe have some of the NPCs get periodically possessed to give the party creepy messages.

Any sort of shadow monster is good because then they have to become obsessed with light even if many members of the party have dark vision.