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I've never run anything in the horror genre, or that revolved around characters going insane or whatnot. I have the core rulebook, Changeling and Vampire. I'd like to run a game with the players as Changelings and involve Vampire a little, but I'm having difficulty structuring the game. I'm an experienced in DM in DnD and BESM, and I consider myself a good storyteller, able to create an environment where players can express themselves freely but still create a cohesive story. I always over-prepare everything, fleshing out even the smallest details of kingdoms down to the stats of the structure of the merchant's cart. I was considering having the players search for something that would let them regain their humanity. At the same time they would have their court on their back with things they wanted them to do, the possibility that their Fey captors are on their tail and that a Vampire group is searching for the same artifact or thing, but neither side knows it yet. I'm trying to avoid horror cliche, but I think the thing might involve a sacrifice of humanity to rediscover it (killing a baby or something equally horrific). Any ideas to help me out? How many times a session should I remind the players that they're screwed in a dark, lonely world, but not make them feel so screwed in a dark, lonely world that they just opt to commit chariside? Thanks in advance.

Edit: Of course whatever the thing is, should they discover it, backfires and leaves them with all their human memories but also leaves them feeling hollow and empty all the time or something. Maybe it just erases all their bad memories and brainwashes them, so they believe the damage is undone but it really isn't. Either way, something fitting and diabolical.

When it comes to WoD (and other alternative modern mystery/horror) the best stories are never crossover.
Monster soup, 99% the time comes out pretty unpalatable.
Remember others (vampires, werewolves, changelings) aren't character classes.

Don't write stats for NPCs.
Just don't do it, it takes time away from fleshing out the important part, their background.
Understand how a character goes about what they do, not their percent chance of success for a give action.

Avoid cliche not by category, but by understanding.
Bad cliches come from a storyteller not understanding the subject matter.
Example; with Vampire your dealing with normal people forced into a situation in which they MUST be predators of their peers.
Which causes the characters to protect their psyches by PTSD mechanisms and degenerating into generally anti-social and sociopathic behavior patterns and mental states.
So if your running a Vampire game, first thing you need to do put away the Vampire books and read about mental illness caused by violent trauma (giving and receiving), addictive behavior and recovery, PTSD, and abnormal psych focusing on disorders that are based around emotional distancing.

White Wolf has many, many essays on running a good horror story.
Suggested reading from the old series: Ghouls: Fatal Addiction

When running a game, make a sandbox for your players, not a cattle-shoot leading to a killing floor.

Well I never played requiem or any of the new stuff, as far as I am concerned, following the vast sums of cash I put into buying as many Masquerade books as possible, gehenna never came to my world of darkness. But I've been a storyteller and player of VtM for 13 years and Belphegor is right, the nemesis asigned to the type of creatures you're playing work best, an occasional scrape with one of the other denizens (a fay meeting a vampire for example) should be one-off, otherworldly and rare. Taking all the WoD denizens and mixing it up like the Mos Eisley Spaceport just confuses and defuses from the isolation, personal horror and seriousness of the themes. You lose impact.

Killing a baby or so on to force horror doesn't work, it is suggestion, mood and expoiting natural fear of the unknown that has always given my players the biggest shock moments or make their skin crawl.

Changeling has never appealled for me in terms of WoD players, it's too much at odds with the rest of the world and I think of all of the types to try first go, vampire is the easiest, the personal horror most open to explore, the subject matter easily brought to the mind of new players. My suggestion to you would be to use vampires as characters and avoid crossing the streams with how many other supernatural types of race or character you introduce.

From what I have seen with changeling the main issue they have is isolation. They are for the most part running and hiding from the Fae. Only the summer court steps it up to a full scale war. And while there are so many other options for WoD (vampire, mage, werewolf) These creatures don't want to be seen either. If for different reasons. The Fae and enslavement are all the horror a changeling has time for.

Yeah, What they said.