I never thought Slender Man was all that scary, though I really tried. I even watched the Marble Hornets videos at night and everything. And usually tall, thin monsters are really creepy to me.
I think it's because he doesn't have a face. Eyes and mouths are creepy as fuck to me on monsters, so the lack of those things take away the scary.
Anyway, here's an attempt at a personal design for him.
You Find tall, thin monsters scary? Then I can recommend the Silense from Doctor Who.
Wait, why was I making this post? And why do I have those tally marks on my arms? I don't understand, or remember.