Gothic Horror: This is a dark style of fiction that combines horror with romanticism. Romanticism is a style of art, music, and literature from the late 1700's to the early 1800's that said feelings, imagination, nature, and old folk traditions (like legends and fairy tales) were important. In gothic horror, evil is predominate and usually takes the form of a great villain. A maiden (a young woman) is the opposing force to the villain and she is usually both attracted to evil and repulsed by it at the same time. In some cases, the virtue of the young woman conquers evil and in others the evil is so strong that it destroys all the good in its path before destroying itself. Well known books in this genre include Frankenstein by Mary Shelley (1818), The Strange Case of Dr. Jekyll and Mr. Hyde by Robert Lewis Stevenson (1886), and Dracula by Bram Stoker (1897). Gothic fiction is also a popular genre, but the elements of horror have less of an emphasis. Gothic fiction can also be mysteries or thrillers. A popular gothic fiction author was Edgar Allen Poe. While his stories are scary, like "The Fall of the House of Usher" (1839), they don't fall into the same category as the novels listed above. Gothic literature gets its name because much of its inspiration was drawn from medieval buildings and ruins, many of which are Gothic in architectural style. It commonly featured castles and monasteries equipped with subterranean passages, hidden panels, chambers of torture, and dark towers. Gothic literature is not confined to the 19th century, contemporary authors like Ann Rice (wait to read her until you're older) write in this style.
Supernatural Horror: This relies heavily on supernatural or paranormal elements to drive the story, featuring things like ghosts, monsters, demons, aliens, witchcraft, and zombies. The main source of terror in supernatural horrors is the human reaction to being faced with the unknown, usually in the midst of a serious conflict, such as a haunting, a possession, an invasion, a curse or an omen. Stephen King (you really shouldn't read him until you're older) write in this style. Scary Stories to Tell in the Dark by Alvin Schwartz, books by Mary Downing Hahn, and the Goosebumps series may be more kid friendly examples.
Non-supernatural Horror: This is a work of fiction that does not include supernatural elements. The terror of non-supernatural horror comes from the idea that what is happening in the story could plausibly occur in real life—usually involving the possibility of death—making it the ideal style for frightening crime or mystery stories. This can also be psychological horror because the evil is messing with the main character's mind. Edgar Allen Poe (yes, him again) was a master at this with his poem "The Raven" and his short story "The Tell Tale Heart". Not many non-supernatural horror books are written for kids. This is more of an adult genre.