I didn't find it so "scary" to be honest as although there are some horrible and bloodthirsty and violent things in it - some of which are definitely graphic there is always a core of people trying to pull together and help each other out. Great sacrifices are made and I think mostly there are usually people you can "trust". Morality is definitely challenged and many times people are pushed to do terrible things. And sometimes people choose a reign of terror and control over others. There are traitors and infiltrators and you get to know (and largely, care about) a core group of characters.
I think the "walkers" who are the zombie dead out to eat people are not as dangerous as some of the characters.
I suppose in answer then, it depends what scares you?
I found this answer (see screenshot) online under the question Should I watch The Walking Dead if I don't like horror movies?
I'd say start at the beginning and see what you think. It is definitely gorey though so if blood and guts is "scary" it may not be for you as there is quite a lot of that!