Kind of difficult to explain, but let's just say it's a character with a name and a creepy backstory I guess? There are a whole lot of guides out there for making characters, you can check them out because it's going to be a bit difficult to explain them. Just give them a few flaws and weaknesses, make sure they aren't flat and give them a creepypasta name and boom.
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How to Draw Spooky and Scary
RandomOI! I already have a lot of art books, but this one is for drawing spooky and scary stuff specifically! It can help you with Inktober prompts or simply help you draw random creepy stuff. (Cover by me)