This game shows a lot of promise. The level design is good, the atmosphere is great, and the graphics look great as well. The problem is the horror aspect, it just isn't that scary. The ambiance feels more melancholy than scary, and nothing particularly scary happens when Slender Man appears. Perhaps it would be more scary if he behaved like one would expect him to, but the Slender Man AI is sorely lacking. He just appears every now and then, maybe even chasing you if you're lucky. Slender Man feels more like an obstacle than a threat, and it severely dampens the fear-factor of the game. The general atmosphere is great, with the sunlight/moonlight and heavy fog which would be genuinely creepy if the ambiance and Slender Man AI was better.
Keep working on this, and I'm sure it will become a great game!