Often, horror movies don't offer simple endings. Many of the most intriguing horror films of the last few decades have offered up confusing endings that leave room for the viewer to decide what really happened. This leads to an upswing in online searches that read something like "confusing horror movie endings explained." If you couldn't decipher a film's ambiguity the first time around, it wasn't that you were watching the movie wrong or anything like that, there's just a lot going on in these films.
In the best horror movies with confusing endings, there are clues and breadcrumbs that tell the audience what's going to happen at the end. Take The Sixth Sense, for example. It's not confusing - M. Night Shyamalan tells the audience "Hey, Bruce Willis is a ghost" at the end, and ties everything up, but he also provides subtle hints throughout the movie. If you follow the clues, you can have a pretty solid understanding of the final moments.