I did as I was told on KUTT teamspeak. Play with the lights off, my headset on, no music, late at night...and a diaper around my ass.
Slender Man himself isn't all that scary, but it's the element of surprise that fucks with you. Sometimes, you look back, he's not there, you look forward, he is. Other times, you look back, he's right on your neck especially when you get to 5 pages or more.