I don't know if you know that, if you are alone in the forest at midnight or if you are generally outside at midnight, you feel a certain amount of uncertainty. For my part, I'm always afraid that someone will jump at the next corner or that behind the tree there's a creature hiding that will attack me. At night, especially when I'm alone, I'm extremely careful. So I'm not on the cell phone or something, but I always have my ears pointed and my eyes on every corner, so that nothing surprises me when I walk past him. And especially when you have your ears pointed, every sound looks as if it came from a monster. Don't get me wrong, I don't believe in monsters or ghosts, maybe I just watched too many films in my childhood, but at night I always think that everyone who walks past me wants to see my head. It just feels that way. At home, too, I fold the ends of my blanket so that my foot is not outdoors and the imaginary ghost hiding under my bed pulls on my leg. This is also the case with the shower, that whenever I wash my hair, a ghost hides behind the curtains with a knife and wants to attack me. It sounds absurd, but it really is. And in many other cases, too, but I think you understand what I want to say.
I do not know if you have ever heard of therapy for a spider phobia, where you deal with a tarantula (i.e. The largest of all spiders and are therefore less afraid of smaller spiders if successful).
Now I thought, if you can't just conquer the fear of darkness and monsters by simply confronting the fear. For example, I wanted to play Resident Evil 7 in VR at night alone on the PS4, since I have VR glasses and would also buy the game if it should help or if it would only increase fear. If necessary, I would also watch horror films or dare to play games like Until Dawn, Man of Medan (that was the name) and etc.
In my experience, that does nothing. Games and films tend to bother me even more. I even almost got a heart attack from some; and I was neither alone nor wearing VR glasses.
I hate to put you down now, but I have the same problem or fear as you and your suggestion will hardly work.
I haven't seen a lot of horror films yet, apart from Alien: Predator (is that one at all?) And some trash films, but these mostly didn't scare me. I was more of a puzzler of who died next. But films are the exception.
I myself can't play horror games without having the courage to fall asleep afterwards. It's a little better with Let's Plays, but only if the game isn't too scary.
And then you want to start VR right away? So if you want to try this method, go slow, otherwise you will get trauma.