I like to watch horror movies, read scary novels, and collect horror-themed toys. Does this go against Catholic teachings?
The Church has no issue with an appreciation of horror as a genre of literature and cinema. For a Christian perspective on horror, I recommend Catholic film critic Deacon Steven Greydanus's article Horror, the Grotesque, and the Macabre: A Christian Appraisal.
Nonetheless, there can be too much of a good thing. From your account, it sounds to me like you might have developed a fascination with horror that goes beyond mere appreciation. If your choices of movies and literature exclusively revolve around horror, and your home is filled with horror-themed bric-à-brac, you might want to consider whether this fascination with horror has become unhealthy. If you need assistance in discernment, I recommend talking to your confessor or spiritual director.