By definition, the main difference between horror and thriller is the mood they evoke in the audience, and the way they do it: Horror is meant to make the audience feel fear, disgust, or repulsion. On the other hand, Thriller is meant to make the audience feel suspense, excitement, surprise, and anxiety. Thrillers can include moments of violence or disturbing imagery, but tend to focus more on psychological manipulation and suspense, while Horror, can be less realistic and may include explicit scenes of violence, gore, and disturbing imagery.
I personally like Thriller movies more than horror movies because of the suspens buildup and mind tricks, However, some of my favrite movies are in the horror ratings staring with Hereditary (2018) which follows the life of The Graham family after a dark power posseses their house. Another movies on the list are Talk to Me (2023), and The Sixth Sense (1999). They are rated R and Horor/Mistery movies but in my personal opinion, they are more Thriller than anything. I would love to hear other opinions.