I don't have a picture of Azzy yet since he is a character that doesn't appear until the next chapter of SSBLFF but I think Azazel Soledad would be the most likely one of my characters to like horror stories...
I think it would be like a guilty pleasure for Azazel because his twin sister would HATE horror stories and ban them. Loralai controls his whole life so he would obviously try his best to avoid upsetting her and stay away from horror stories. (I'm doing my best to avoid major spoilers since Azazel and Loralai are going to be key characters in my story later on... I'll leave it at that.)
Give me a character that likes to cosplay.