You can! Check out Space Engine [0]. It’s... amazing. I’ve spent hours in this game approaching black holes of different sizes and watching what happens to the horizon around me as I get close... it’s loads of fun.

(It also procedurally generates the entire universe, and includes a huge database of known objects as well. It all works in VR, very worth the price.)

[0] http://spaceengine.org/

I think that would be more terrifying than any horror game.

Universe Sandbox 2 in VR is absolutely jaw dropping. You can stick your head into the event horizon.