The noun horror means intense fear, so you can use it when you describe the horror you felt when you dreamed you were flying on a bumpy airplane with a bunch of clowns.
Horror is a powerful word that refers to a powerful feeling, either of terror, disgust, or shock. You might reel back from the horror of a smelly locker room, or gasp in horror at a gory scene in a movie. Horror can also be used to describe the genre of film that might make you gasp: a horror movie. The Latin word horror means "bristling, roughness, rudeness, shaking, or trembling."