I want to highlight this point. It’s almost a truism that a fundamental of a good game is that you trust the GM, and the GM is trustworthy, but so many threads are based on problems that boil down to lack of trust that it seems we need to keep saying it.
Trust is also something that needs building up. In a horror campaign, a good GM will start exploring issues carefully, building up to a point where players are approaching the point at which “a vicarious adrenal-rush of fright” becomes ”I don’t want to be playing this game right now”. And the players need that confidence that the GM is going to know when they are getting near their limit. Mechanisms like X cards are valuable not only when they are used, but also because they are a visible sign that the GM is committed to being trustworthy. With my home group, I don‘t use mechanical aids as the players know they can, without fuss, fade out or modify a scene. At conventions, I typically display them not because i expect them to be used, but because they build trust immediately.
For example, if I am playing with an unknown GM, and we are in an orphanage, and they start describing body parts, then I — as a player — am going to feel a bit worried about how the scene is going to go and I am not going to commit to the scene until I feel sure the GM isn’t going somewhere where I’ll be uncomfortable. If there is an X-card on the table, I will commit to the scene, because I have a safety net and the GM has shown me they are committed to trust