Virtual reality (VR) has the capacity to offer unparalleled immersive experiences, particularly in the domain of horror gaming. However, creating both practical and enjoyable VR applications necessitates a nuanced understanding of user emotions and behaviors. To fill this gap, we conducted semistructured interviews with 25 participants who engaged in VR horror games, specifically exploring their emotional responses to fear-inducing stimuli and their coping strategies. The results revealed the motivations behind users' behaviors in response to different types of fear, highlighting the need to understand and manage negative emotions in VR environments, and provides insights into user needs and design methodologies in VR horror games.