Conventions of a Horror/Thriller movie.

Usually horror films are set in small communities or isolated places, you can use urban areas, dark streets and small alleyways, also you could have it in a large city or town, it would help if the city is run down and has no inhabitants. other good key locations for a horror film; lakes, asylums, shopping centre, farm land, underground train routes, graveyard, isolated houses etc. 

Different camera shots are very important in horror films, POV shot is very effective on camera and can put you in the shoes of the character that you are following. they can be used to draw attention to the fact that the person is in danger or about to get killed, being killed in a POV shot is where it works at its fullest. Close ups are also very important in horror and thrillers, because they can show emotions that the character is showing in great detail. 

Most of characters stay the same in these types of movies, you have one character which is the main character, sometimes there will be two, they stay alive until the end and survive against all the odds that are against them. Then the villain that is either leading them into traps or trying to kill the main character most of the time they don't succeed.

The stupid/immoral teenagers that always get killed.

Creepy children.

Police Officers that can either be good or bad.

And many more: Ghosts, Zombies, Demons, Psychopath, Stalker, Weirdo, Werewolf, cheerleader and the list goes on.